The tradition of bagpipes being played at fire and police department funerals in the Unites States goes back over 150 years. When the Irish and Scottish immigrated to this country they brought may of their traditions with them, and one of these was the Highland Bagpipe, often played at Celtic weddings, funerals and céilidh (dances).
It wasn't until the Great Potato Famine and massive Irish immigration to the East Coast of the United States that the tradition of the bagpipes really took hold in fire and police departments. In the 1800's Irish immigrants faced massive discrimination - factories and shops had signs reading 'NINA' - No Irish Need Apply. The only jobs that they could get were those no one else wanted, jobs that were dirty, dangerous or both, which is why there were so many Irish firefighters and police officers. Jobs that we consider heroic today.
It was not an uncommon event to have several firefighters killed at a working fire, and the Irish firefighter's funerals were typical of all Irish funerals - the pipes were played. it was somehow acceptable for a hardened firefighter to cry at the sound of bagpipes, when his dignity would not otherwise allow him to weep for a fallen comrade.
Those who have attended a funeral where bagpipes were played know how haunting and mournful the sound of pipes can be. It wasn't too long before families and friends of non-Irish firefighters began asking for the bagpipes to be played for other fallen heroes, as the bagpipes add an air of dignity to such a solemn occasion.
Today, the tradition is universal and not just for the Irish or Scottish - the pipes have come to be a distinguishing feature of any fallen hero's funeral.