The Fire Station is an organization in GameChap's world. GameChap runs to there if there is a fire in his house or in the canyon village. In one of the episodes there is an temporary fire station (last three letters are backwards because Herobrine wrote it) made just for GameChap's use (It was one of Herobrine's tricks, as there was a giant E inside). Sometimes he runs to the insurance company.
The fire station has only been seen in the make your own mob video (were it was first mentioned) and the herobrine flying rage modification video. It is apparently a very long ways away from Gamechap's house.