According to a press release from Notts Fire and Rescue this week, it looks like they do:

NOTES TO NEWS DESKS
Last year (2010) Nottinghamshire Fire and Rescue Service carried out 70 animal rescues, 51 of which were small animals (consisting of 40 domestic pets, and 11 ‘others’, mainly birds), and 19 were large animals (which applies to farm animals).

It’s part of a news release talking about how the specialist rescue team have undertaken training in rescuing animals – dealing with stressful situations such as farm fires and flooding, corralling animals safely.

Notts FRS also have obtained a “three-quarter size, 250kg training horse” – although regrettably the PR doesn’t include a photo.

It sounds faintly comical to me, but I can easily see that in real life, a spooked 250kg horse would need careful management to stop it injuring itself or others.