According to Tacitus, a historian at the time, Nero was not actually in Rome when the fire broke out, he was in his villa in Antium (about 30 miles away). When Nero heard about the fire he rushed back to Rome to organize relief efforts. Also, it would have been impossible for Nero to have played the fiddle; it did not exist at the time.
Nero Claudius Drusus. Silver Denarius (3.8 g), AD 41-54. Rome, under Claudius, ca. AD 41-45. NERO CLAVDIVS DRVSVS GERMANICVS IMP, laureate head of Nero Claudius Drusus left. Reverse : DE GE-R-MA-NIS, two oblong shields crossed, over vexillum, four spears and two trumpets. RIC 74; BMC 107; RSC 6.