Are there any substances on other planets that can be used for energy?

There are billions of suns out there (which look like tiny stars from earth), some of which are like our sun. They have powerful chemical reactions going on in them just like our sun. Planets can be gassy, rocky and watery, substances very much like those on earth. As John Zernecki said earlier, the atmosphere on Titan has lots of hydrocarbons in it. These are the same things that can be used as fuel in your car. So in answer to your question, there are definitely raw materials on other planets to make fuel from.