If we learned anything from the popular children's tale of the "Three Little Pigs," it's that you should make your house out of brick. This isn't such bad advice. Brick is not only resistant to a big bad wolf's huffing and puffing -- it's also resistant to fires.
As bricks are made in a fire kiln, they're already highly resistant to fire. However, it's true that individual bricks are much more fire-resistant than a brick wall. A brick wall is held together with mortar, which is less effective. Nevertheless, brick is commonly cited as among the best building materials for fire protection. Depending on the construction and thickness of the wall, a brick wall can achieve a 1-hour to 4-hour fire-resistance rating.
So, although some materials are more fire-resistant than others, several factors might influence a builder's decision, including cost effectiveness, ease of installation and climate.