"On Tuesday evening Southampton was in a good deal of alarm for about an hour: a fire broke out soon after nine at Webb's, the pastry-cook, and burnt for some time with great fury...The flames were considerable: they seemed about as near to us as those at Lyme, and to reach higher. One could not but feel uncomfortable, and I began to think of what I should do if it came to the worst; happily, however, the night was perfectly still, the engines were immediately in use, and before ten the fire was nearly extinguished, though it was twelve before everything was considered safe"

Uncomfortable indeed, thank goodness it did not come to the worst!

As JA mentions fire-engines here, I began to wonder how exactly the fire brigade worked in JA's time, and after doing some research, this is what I found:

"Following a public outcry during the aftermath of probably the most famous fire ever [the Great Fire of London], a property developer named Nicholas Barbon introduced the first kind of insurance against fire. Soon after the formation of this insurance company, and in a bid to help reduce the cost and number of claims, he formed his own Fire Brigade. Other similar companies soon followed his lead and this was how property was protected until the early 1800s. Policy holders were given a badge, or fire mark, to affix to their building. If a fire started, the Fire Brigade was called. They looked for the fire mark and, provided it was the right one, the fire would be dealt with. Often the buildings were left to burn until the right company attended!" (from A Brief History of Firefighting in the UK).