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The first modern police force in the United States was the Philadelphia Police Department, and according to the Officer Down Memorial page, the first PPD officer killed in the line of duty was Watchman Steven Heimer, shot at the beginning of a riot on January 8, 1828. Of course, police are not the only law enforcement in the U.S.— there were sheriffs and ...

Note that in the USA, the people responsible for the President's security are The Secret Service. They are not military. They can be viewed as a kind of Federal-level police. They used to be under the Treasury Department (with the IRS and the folks who make our money), rather than the FBI or Justice Department. In 2003 they got moved into the new ...

Piggybacking on what mgb said, it is necessary from a security standpoint that heads of state have a dedicated security force whose sole purpose is the protection of the head of state. Local police forces, or even national police forces, have conflicting agendas that can lower their focus. That said, the Secret Service (in the US) and their counterparts in ...

I do not know which country do you mean but I suppose that in most countries the head of state is guerded by special services, and not police, not the army. The ceremonial escort though may be by some special military units, but the actual protection do the special services. The special services usually receive better training.