Chicago Cubs fans have had better Octobers than October 2009. Here is an example of a year they were still following the team in October, and why.
On this date in 2003, the Cubs and Marlins faced off in Game 7 of the NLCS at Wrigley Field. The Cubs had their ace Kerry Wood on the mound. They even took a lead on Wood's home run, but everyone in the stands (I was there) knew that it wasn't meant to be that night. We could just feel it wasn't going to happen.
When Dusty Baker told Dave Veres (who had a horrible year) to warm up in the bullpen (with the game still close and unused starter Matt Clement available), one person even got up and left, saying "If you're not gonna try, I'm not gonna try."
That person was me.