Is there a law of cause and effect?

I've heard a lot about "The Law of Cause and Effect", which states that every effect must have a cause. Although it seems intuitive, I've never heard of this in any of my science classes. I figured asking a large site would be more productive than some random googling, so any info on the subject you could give me would be great.

Is there a Law of Cause and Effect (Or any other law that meets the above definition)? If there isn't, why not?