What is the thing with Dalmatians and firemen? It goes back to firehorses. Horses need company and often may have a "pet" for just such a purpose. Dalmatians were found to be a good dog for this, as they would grow very close to the horses, and when the firecoach was called they would run and run alongside to help clear the way.
More about that here. And some more fun facts about the "fire dog" from the NFPA's kids' site here.