Oxford was founded in the 9th century when Alfred the Great created a network of fortified towns called burhs across his kingdom. One of them was at Oxford. Oxford is first mentioned in 911 in the Anglo-Saxon Chronicle.
Cambridge was founded in 875 when the Danes conquered Eastern England. They created a fortified town called a burgh, from which the word borough derives. Cambridge was surrounded by a ditch and an earth rampart with a wooden palisade on top. However in 1010 Cambridge was burned by the Danes. That was an easy task when all the buildings were of wood...