Can anyone tell me where to find embroidery designs (free or to buy) of emergency vehicles, eg police, ambulance , fire truck

There are some simple applique designs of all you mention above at Embroidery Library

There is a free set at Bunnycup.com Search for "just boys" in area at top of page... Rather simple, but cute...and has people too.

Seems to me I picked up many vehicles at Designs by SICK. Also try filipkoza.