Excuse me if the question is silly, I have very little knowledge of chemistry. We can find oxygen in many places in the universe, but all the combustibles we use to light fire seems to be organic: carbon, oil, wood, alcohol... so if that is true, we could only find fire on Earth, as long as we don´t find organic materials in other planets.
Another way of asking the same question could be: can we light a fire without organic material?
Note that I mean fire as a result of a combustion. The Sun would be a non-valid example, as it works by fusion.