When I was growing up my Dad was the fire chief. The siren would go off (Volunteer fire co) or he would get a call and he's go. If it was in the close area Mom and I would go. So have been to a few.
One day there was a fire across the road from my elementary school which we all watched from inside the school. That same night there was a fire at the lumber yard across the street from the high school. Mom and I went to that one too.
DH and I still go if we can see the smoke and it is a forest fire or such. We often see smoke in the mountains around us. Don't usually chase them just because we hear or see fire trucks going past us though. I just say a prayer, go outside to see if I can see any smoke.