We're building a new one in our small city, paid for by property taxes, approved by a voter referendum. No federal money involved.
The Federal government subsidizes, and has subsidized all sorts of public works projects; Hoover Dam, Tennessee Valley Authority, etc.,etc.,etc. I don't know whether they got down to the level of firehouses but they did build an awful lot of trails and roads - most obviously the national freeway system.
In the late '40s an awful lot of rural hospitals were built with Federal aid - under Hilburton-something.