Yes, there really are such places!  There are government agency libraries, corporate collections, colleges with fire service or fire protection degree programs.  Some will help you directly...others you'll have to approach through an intermediary or by requesting materials on interlibrary loan. 

New York State

• Office of Fire Prevention and Control, Academy of Fire Science 
• New York State Library  Not a fire library, but a huge resource plus fire collection in State Museum. (See http://www.nysl.nysed.gov/library/features/ff.htm )
• FDNY's Mand Library 
• John Jay College (CUNY)
• MidHudson Library System Not a fire library, but maintains a nice guide on services for firefighters

National

• National Emergency Training Center's Learning Resource Center  

Highly recommended - an absolute "must-have" in your bookmarks and favorites.  A wonderful collection and excellent online catalog with lots of links to online content.  Don't miss their RSS feeds and email updates, and...   

• List of pathfinders at http://www.usfa.fema.gov/data/library/research/topics/index.html 
• Tips on doing research and writing papers at http://www.usfa.fema.gov/data/library/research/ 
• National Fire Protection Association 
• National Institute for Standards and Technology and FireDoc

Excellent resource, esp for information relating to fire protection engineering & building technology 

• Memorial Institute for the Prevention of Terrorism 
• Worcester Polytechnic Institute  

International - The Academy Library has member access to the resources of inFIRE libraries.  (See the list at http://www.infire.org )  With the exception of some of the US collections listed above, otherwise unaffiliated persons in NYS should route requests and inquiries through the Academy Library.

The Federated Fire Search Engine at http://www.iafss.org/fire-research-engine/  is an exciting new tool for locating information on fire science.  It tends to be heavy on fire protection engineering, but does include fire service research.    It retrieves aggregated search results from multiple online databases or web resources specializing in fire research.