Not in the way you would light a fire on earth. Fire needs an oxydizer which it gets from oxygen in the air here. On the moon, fuels with a built in oxydizer will burn but fire that depends on getting oxygen from the air will not burn.
While you may be cold without a campfire up there, the good news is your space ship won't rust. :-)
Answered Jan 03, 2011
Edited Jan 03, 2011