During any emergency, dialing 911 (pronounced "nine-one-one") on any telephone will connect you to a dispatcher for the emergency services in the area (police, fire, ambulance, etc). Calls to 911 are free from pay phones and any mobile phone capable of connecting to any local carrier. Give the facts. The dispatchers will send help. Unless you are calling from a mobile phone, the 911 operator can almost certainly trace your line instantly and pinpoint the exact structure you are calling from.
With mobile phones it is more difficult; in some states, you may be connected to the regional office for the state police or highway patrol, which will then have to transfer you to the appropriate local agency once they talk to you and determine what you need. In recent years, many mobile phones have incorporated GPS devices that will display the user's precise geographical location to the 911 operator (known as Enhanced 911 or E-911), so that the operator can direct units to that location even if the caller is incapacitated.
If you are staying in one area, it may be helpful to have the phone numbers for the local emergency services so as to get through directly to the local dispatch. Moreover, in most locations, 911 calls are recorded and are open, public records, while the conversation with the local emergency dispatchers cannot be accessed by the public. Remember that if you dial emergency dispatchers directly instead of through 911, the operator may not be able to trace your location.
Note also that if you have a GSM mobile phone (the standard technology in most of the world, especially in Europe), you can also dial 112, which is the standard emergency number for GSM networks worldwide. All U.S. GSM carriers (AT&T, T-Mobile, and smaller regional operators) automatically redirect 112 calls to 911.
As with most countries, misuse of the emergency services number will result in, at the very least, a call back from authorities; if particularly egregious, you will be heavily fined or even arrested.