When my little boy turned five we had a firefighter party. My husband was on the fire department so it was very easy for us to get the items needed to play the games.  We first got yellow fire line tape and taped off the front yard to help decorate, and we had the firetruck in the font driveway too.  While the kids were arriving they played on the truck.  We had the kids play the relay were you start at one end of the yard and run to the other and bop a balloon by sitting on it. Another relay we did was we had the kids put on the turnouts of the firefighters. Boots, jacket, hat ect. The Real Stuff.  We had them take a water gun and race down the yard and squirt out a candle.  We have got the funniest videos of the party. The outfits were so heavy it made the kids look like they were drunk when they ran down to put out the candle.  We also let each child take turns holding the hose and spraying water on the front lawn, they loved that.  We had a firetruck cake, and fire hats and trucks to take home.  Then my husband took the kids home on the fire truck, it was great because they got to help sound the siren.  This was done in a small community, and so it may be hard to get all the things you need for this party. But the relay races and even spraying your own front hose would probably be great fun for a 3-6 year old age group.