In Gothenburg they have two or three Recovery vehicles with blue lights and sirens. When there's a halt in tram traffic due to a broken down vehicle (tram or bus) they are allowed to use sirens.
In this movie we see Assistancekåren 368 from drivers view (or actually passenger view) as the truck rush to the rescue of an broken down bus.
http://se.youtube.com/watch?v=12AJZyiDES4 
(Note the bus running a red light and one going in the wrong lane, all perfectly legal in that situation)
In this video 362 can be seen running along a street to rescue a bus.
http://se.youtube.com/watch?v=zDX1arEh2WQ
As a bonus:
http://se.youtube.com/watch?v=cKfJfilM8hs
http://se.youtube.com/watch?v=xZu5tRWq7uM
362 getting a derailed tram back on track.
The tram derailed 29 december 2008 after a collision with a car.