In the 1800s, fire engines were horse-driven carriages. Unfortunately, horses and other equipment found in a fire station were prime targets for thieves at that time, especially in some of the poorer urban areas (where many fires occurred). Some firefighters tried to combat thievery by sleeping alongside their steeds, but since they were often exhausted from fighting blazes, that idea didn't always work. Eventually, the solution became clear: a watchdog.
And not just any watchdog. You see, horses are not solitary animals. They prefer the companionship of some other animal; another horse, a dog, a goat or even a chicken. Left alone too long, they grow restless and neurotic. Dalmatians, it was discovered, 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. In fact, the spotted pooches were also used by stagecoach drivers for the same purpose, and became colloquially known as "coach dogs."
This tidbit was pulled from Kara Kovalchik's "Ten Wild Fire Facts."