Reaction to Rabies Shot

My daughter emailed me and they are very upset. They have taken the dogs for immunizations since they got them as puppies, gorgeous Springer Spaniels. Barnum just died from a reaction to the rabies shot. I had not heard of that.
How can a dog have immunizations and all of a sudden die from what they've had done before?
If this is a poblem, then why require the shot when I haven't heard of a dog having rabies for years. Skunks, bats, raccoons, possums, etc but not dogs or cats.
Lynn