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?
Any ideas?