“If you want to be a hero, join the fire department” is a New York police saying, popularized in 2004 in an ABC News documentary on the New York Police Department. The saying means that the police shouldn’t recklessly enter into a dengerous situation where illegality is suspected; it’s better to be safe and to be alive than to be a dead “hero.” If someone wants to rush into danger to be a “hero,” that person should quit the police department and join the fire department.
   
The saying has been told to recruits at the Police Academy.
 
             
ABC News
NYPD 24/7: Behind the Blue Wall
June 1, 2004
NYPD 24/7, a new true-life documentary series from ABC News, gives an up-close look at the day-to-day life of the New York Police Department.
(...)
“Join the fire department if you want to be a hero,” says one cop.
 
Google Books
Brooklyn Noir 3:
Nothing but the truth
By Tim McLoughlin and Thomas Adcock
New York, NY: Akashic
2008
Pg. 95:
“There’s an old saying in the [Police] Academy,” said a rueful Detective Ken Silvia, Hinrichs’s partner. “If you want to be a hero, go join the Fire Department.”
 
WBUR & NPR
Will Ferrell, Adam McKay Celebrate ‘The Other Guys’
August 5, 2010, 11:51 AM
(...)
Both McKay and Ferrell join Fresh Air to talk about filming their buddy-cop movie—and how they both prepared beforehand.
 
“We actually went on a couple ride-alongs with NYPD detectives, and I was asking them, ‘Do you have any crazy chase stories?’ ” Will Ferrell says. “And they basically said, ‘No, we kinda lay back and know that they’ll probably come back again. So don’t try to be a hero. If you want to be a hero, join the fire department.’”