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We often say something/someone plays a ... role in something. But what if the subject is in a plural form? For example dogs. Can I say "dogs play a big role in the security" or should I say "dogs play big roles in the security" In some article, people even say "dogs play big role" Which one is correct or more naturally used?

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They are both correct, but have different meanings.

"Dogs play big roles..." <-- This says that there are multiple different and important roles that are fulfilled by dogs in general.

"Dogs play a big role..." <-- This means that dogs in general play a common important role.

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  • Maulik V's answer also pointed out a fair point -- it may be headlinese, that special application of a language that the press uses to save space, and in some cases sow some mild confusion to sell papers / get clicks.
    – LiveMynd
    Jul 8 '15 at 11:23
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When you use 'plural', you still count them as one entity, don't you? That said, if one dog plays a big role in securing something, many dogs collectively play the same role.

Thus, it's fine to say...

Dogs play a big role in...

As far as your link is concerned, it's headlinese where authors take all freedom to eat up the articles! :)

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