Where else is there fire? Apart from on Earth, where else does fire occur in the universe?
I'd hazard a guess that it is quite rare for oxidation to occur naturally, could someone elaborate on this?
 A: If by fire you mean flames as seen at room temperature by the combustion with oxygen of various materials  the answer is, we do not know in the solar system of a planet with an oxygen atmosphere at a level that given combustibles flames will appear given the trigger. Hydrogen vents for example would need an atmosphere with oxygen to start flames.
In addition many combustibles are of organic origin, carbon deposits, oil, so the question is: where else has organic matter been found. The answer is we have not explored the planets to learn if at some point there existed organic matter. 
Oxidation is a slow process and happens wherever oxygen is present, and it should exist in most planets at some level, but it does not give flames. Oxides will exist in all planets. See this extraction of oxygen from moon oxides.

Recently, Derek Fray, a materials chemist from the University of Cambridge, and his colleagues have built a reactor that uses oxides in Moon rocks as the cathode in an electrochemical process to produce oxygen.

