[IronJack]

I believe the first was from the State of Maryland in the mid-19th century. But I could be wrong.

[gcruse]

The only way police can protect you is to have one stationed in your house or as a permanent bodyguard. Police work is nearly always after the fact. It has to be.

[Dog Gone]

I don't know of any cases offhand that I've studied or even heard about, but it seems like common sense to me that the police aren't bodyguards for individuals as a duty.

[Chad Fairbanks]

about three or so articles below yours would be a good starting place :0)

Link

[BenLurkin]

Without citing any cases I can say that it is rooted in the venerated rule of sovereign immunity. It is also related to the "fireman's rule" that there is no liability for alleged torts by a rescuer (with exceptions of course for officious intermeddlers and the like.)
In California, soverign immunity is codified in the Governemnt Code which contains specific immunities for police agencies.
As a pratical matter, police have a "public duty" to enforce the law but that does not translate to a "private duty" such as to give liability in tort. (Such as the "duty" component of classic negligence liability: Duty - Breach - Foreseeability - Causation - Injury)