In The Sopranos episode "Whoever Did This" (S4E9), Tony accused Ralph of burning down the horse stables for the insurance money. Ralph denies doing it. So, who really burned down the horse stables?
It remains unknown.
Several questions are left unanswered on The Sopranos (e.g. the Russian, the Ojibwe saying etc.) and I'm afraid this is one of them. Certainly, the odds are stacked up against Ralph:
Ralph's blame for this, however, was never resolved in the show, and the ambiguity makes us even more unsure if Tony is in the right, or if this is even about the horse: According to a prevalent theory, this is really about Ralph killing Tracee, and the fire is just an excuse.
Eventually the entire episode, as well as its title, play with this ambiguity (despite the fact that in every other instance, we know who's to blame):
It is never proven or determined who actually set the fire. However, Tony believes Ralph was involved, with the help of Corky Ianucci (the guy who set Artie Bucco's restaurant on fire in the pilot episode), in an effort to collect on the insurance policy. After Ralph is killed and disposed of, they never revisit the subject in the series.