What can cause a 3D printer to catch on fire? From what I've seen, you can take a typical extruder heater, apply the designated supply voltage without temperature control, and as long as the heater isn't contacting something with a flashpoint below the temperature the heater reaches, the heater will not catch on fire.  Thus, unless one catches the filament on fire, it seems that thermal runaway of the extruder heater wouldn't normally start a fire.
I'm not sure what would happen if someone installed wrong components, such as a 12V heater to a 24V supply. What are situations that could cause a 3D print to catch fire?
In short:

The control board does not have thermal runaway installed
The heated bed connectors are loose and begin to heat up until the wires catch fire
The power supply or it's connectors begin to heat up until they catch fire
The modifications that you made to your printer were not well thought out resulting in a capacitor to explode (raises hand; that's happened to me.)