Chicago Cubs fans have had better Octobers than October 2009. Here are a few examples of years where they were still following the team in October, and why.
On this date in 1906, the Cubs and White Sox begin their one and only World Series against each other. The Sox win Game 1, 2-1, in front of only 12,000 or so fans at West Side Grounds.
On this date in 1938, the Cubs are knocked out of 1938 World Series at Yankee Stadium in front of 56,000+ fans. This turns out to be Lou Gehrig’s last game (although he doesn't know it at the time). He gets a single in his last at-bat and scores a run.
On this date in 1945, the Cubs play their final World Series game ever. They're blown out 9-3 by the Detroit Tigers in Wrigley Field.