Don't you know? the O'Leary's cow kicked over the lantern....
-quote-
Late one night
When we were all in bed
Old Mother Leary
Left a lantern in the shed

And when the cow kicked it over,
She winked her eye and said,
"There’ll be a hot time
In the old town, tonight."

Spoken:
"FIRE, FIRE, FIRE!"
-quote from http://kids.niehs.nih.gov/lyrics/leary.htm

http://static.howstuffworks.com/gif/chicago-fire-1.jpg

In reality no one knows for sure the exact cause of the fire, but it did start in the barn at 13 DeKoven Street where Patrick and Catherine O'Leary lived. Chicago firefighters, who were already exhausted, were sent to the wrong neighborhood and by the time they arrived at DeKoven Street the fire was already out of control. They fought it as best they could, but it was not extinguished until two days later when it rained. There have been many interesting theories throughout the years including that it was caused by communists, or Biela's commet, or that it was set by the O'Leary's neighbor Daniel "Peg Leg" Sullivan. Some even accused Mrs. O'Leary of setting it on purpose due to anger about city taxes. However the story about the cow kicking over the lantern was most widely accepted as the cause; historians feel that this was due to the anti-immigration and anti-catholic sentiment at that time in Chicago. Ironically, some forty years later the reporter that wrote the story about the cow admitted that he had made up the whole thing.

I could only find reference to one movie about the fire, it was released in 1938 and was called ''In Old Chicago''. It depicted a fanciful version of the fire, again reinforcing the idea that a cow stated the fire.

Regardless of the cause, the fire changed the face of Chicago, it left 300 people dead, 100,000 people homeless, and $200 million worth of property destroyed, in fact the entire business district of central Chicago was gone after the fire.

The fire began at about 9:00pm sunday october the 8th 1871 in a small milking shed behind behind 137 DeKoven Street, It is said that the fire started with a cow kicking over a lantern and starting a huge fire wich spread across the city aided by wood of buildings and the a drought that was happening at the time. Here's the damage report quoted from wikipedia "Eventually it was determined that the fire destroyed an area about four miles (6 km) long and averaging 3/4 mile (1 km) wide, encompassing more than 2,000 acres (8 km²). Destroyed were more than 73 miles (120 km) of roads, 120 miles (190 km) of sidewalk, 2,000 lampposts, 17,500 buildings, and $222 million in property—about a third of the city's valuation. Of the 300,000 inhabitants, 90,000 were left homeless" that's allot of damage. Some movies have been made/based about this event, these include:
in old chicago-1937
timetraveler's-1976
Another interesting thing is their soccer team is the "chicago fire".
hope this all helps : )