There is no one single thing--exactly.
It's not like pull this trigger and this happens.
Here are some reasons:
Not enough room in the uterus.
Blood related complications
Shock - which has been known to bring on the birth of a child before it's due
The site I checked for this answer (http://www.tommys.org/preterm), stated that premature birth was any birth that didn't complete 37 weeks.