Yes, they do. Every time. But what's the writer of a headline, caption or story to do? The obvious attempt to avoid "firefighters fight fires" is better than not avoiding it, I think, and there aren't too many other alternatives. ("Firefighters confront conflagration?")
Is it redundant to say such a thing? Not really, any more than "firefighters sit and wait" or "firefighters cook chili" or "firefighters score with chicks."
In a caption, especially, you sort of have to say they're doing something. "Firefighters do their job"? "Firefighters tend to ...," and then what? A fire? A blaze? Some flames?
In this week's On Language column, William Safire of the New York Times stops short of the silly "no problem"-style objection to the common "I'm good" response to a "Can I get you anything?" request (I didn't ask whether you were good or bad; I simply inquired about your potential desire for a Diet Pepsi!) but still expresses wonder at such a novel use of the word "good."
To me, the response makes perfect literal sense. Would you like a Diet Pepsi? No, thanks, I'm fine, or good, without one. I am happy with the status quo. I will inform you later if my thirst makes me less than good.