Fire stations can be expanded with an ambulance, airport and water rescue expansions.
The ambulance expansion effectively lets the fire station be a fire station and an ambulance station at the same time, medical incidents/missions now spawn in the area around that fire station as well and medical vehicles can be stationed there.
The airport expansion allows for airport-specific incidents and missions to spawn and a special vehicle to deal with them can now be bought and stationed there.
The water rescue expansion does the same as the airport expansion with water-related incidents and missions.
The expansions in the police stations increase the number of cells available to inmates generated by certain missions and incidents.