Just the Milky Way.
(The reason for this seems to be that Galactic "North" was defined long before we had the data to determine which way the Milky Way rotated -- or even that it rotated. By the time the rotation was definitively determined, it was too late to override convention. This may go back to William Herschel deciding that the "north pole" of the Galaxy should be in the same hemisphere of the sky that the Earth's north pole pointed toward. In retrospect, he had a 50% chance of being right...)
From this Cornell "Ask an Astronomer" page (http://curious.astro.cornell.edu/about-us/159-our-solar-syst...)
"The size of a solar system is so much smaller than the size of the Galaxy, that the Galaxy's structure has no impact on the orientation of a solar system. What determines their orientations is the direction of the angular momentum that the system had when it formed, and that's pretty much random."
Or take a look at these ALMA images of protoplanetary disks (solar systems in the making) around pre-main-sequence stars. All are at very similar distances, and most are at very similar positions relative to the Galactic plane, so they should all show very similar projected shapes and orientations if they followed the galaxy's orientation -- but they are all over the place.