The Sporting Arms and Ammunition Manufactures Institute (S.A.A.M.I.) has released a video about the effect of ammunition in a fire and it's relation to the Firefighter. It also shows how resilient ammunition can be during drop and crush tests. I have heard several people say that if your house is on fire and the department knows you have a large amount of ammunition (or any) they will "let the house burn" due to the safety of their firefighters. I don't know how true that is but the video below shows there is no significant risk from ammunition in a fire.