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 1907, the Cubs begin the 1907 World Series against the Detroit Tigers. The game is called a tie after 12 innings.
On this date in 1929, the World Series begins at Wrigley Field (Cubs vs. A's). It's the first World Series game ever to be played at Wrigley. The Cubs lose.
On this date in 1945, the Cubs win their last World Series game at Wrigley Field. Stan Hack doubles off Dizzy Trout (Steve's dad) in the bottom of the 12th inning to knock in the winning run against the Tigers. That win forces a decisive Game 7.
It's also the anniversary of the Chicago Fire, but that was five years before the Cubs were founded, and I think it's safe to say...that October was worse.