http://www1.coe.neu.edu/~dan/R191/go.html
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General Candy Corp, Chicago. circa 1930.
Six boxes in the set. Fire engine on one side and character on the other.
A nice example of a complete box sold for $700 last year, so a full set, if one exists, would probably fetch around 5 g's.
I don't have any Big Alarm boxes, but I do have a Little Fire Alarm box.
From Sell Best Novelty.

I was going through some old wholesale merchandise catalogs last night, and found this August 1930 ad for BIG ALARM CANDY. I wonder were that display box is hiding these days?

Two similar ads for your enjoyment - Shotwell's RED GRANGE and CARMELITA candy bars (from August 1930) and National Chicle's TOM MIX CHEWING GUM R151 (from September 1935). Regarding the "BUBBLE WEENIES", you'd be amazed by the apparent popularity of meat-shaped candies available at the time - butter cream pork chops, sliced bacon and summer sausage in an attractive gift box. I'm sure Hallmark will want to jump on that trend any day now.

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That is great stuff Rick!