In the late nineteenth century, kerosene lamps were widely used for illumination. They were effective and affordable, though had the nontrivial disadvantage of being a significant fire hazard; a lamp knocked over by accident, could end up burning down a building.
Given that the potential fire hazard was quite obvious, one would expect people to do something about it. It's common knowledge that throwing water on an oil fire is counterproductive. Looking at the advice given for chip-pan fires today, it tends to involve things like chemical fire extinguishers and calling 911, neither of which would've been available in the nineteenth century.
The one thing I can see that would be potentially applicable is putting a metal lid over the fire; you could keep a metal tray to hand for placing over spilled burning oil.
Are there any records of people in fact doing that? Or of using any other fire suppression measures that I haven't thought of?