Well, the big bang theory says that all matter in the universe collapsed together and the resultant energy caused it to explode outward. The two options for what happens after that are (1) that it will keep expanding forever or (2) that it will gradually slow down and fall back into itself causing another big bang.
With that in mind, there are two options for what happened before the big bang: (1) that it was another bang/collapse, preceded by another, and so on for infinity or (2) that this bang or a prior one was started by something. That's an obvious place for those who are so inclined to insert a diety, of course (creator of all things and so on). But I think it's safe to say that from this vantage point, after whole universe was balled up and exploded outward, that it's pretty hard for us to know anything that preceeded creation of our universe.
Personally, if the big bang is the correct theory, then I think it's been a infinite series of bangs. People who reject that notion are usually just uncomfortable with the concept of infinity (hmm, reminds me of another thread). But time is a notion that might not apply in the same way when we're talking about the complete destruction of the universe.
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