These days any fire stations that actually have dalmatians just keep them around for the sake of appearances, but if you've ever wondered why they chose the spotted dogs in the first place, there's actually a good reason:
In the 1800s, fire engines were horse-driven carriages. Unfortunately, horses and much of the other equipment found in a fire station were a prime target for thieves...Eventually the solution became clear: a watchdog...Horses are not solitary animals...Left alone too long, they grow restless and neurotic. Dalmatians, it was discovered, more than any other breed of dog, formed an amazingly close bond with horses once they were introduced. They also became quite protective and possessive of their equine friends, so it became impossible for anyone to try to spirit away a horse under cover of the night.
Find out more about the bond over at Mental Floss.