Thank goodness, so far Bailey is okay with fireworks, thunder and gun shots. However, our Aussie mix is TERRIFIED of loud noises (we live in the country where people seem to relish taking pot shots and exploding things on a whim). She absolutely quakes and sticks to me like a second skin. Several times she has damaged screen doors in a frantic effort to get into the house when the noise begins. She is so afraid of loud noises that we've got her on Prozac. Distraction hasn't worked with her at all. This past week I added a homeopathic remedy to her food, which seemed to help her even further. What really helped was the fact that there weren't many close-by firecrackers! (The more distant, professional displays aren't a problem since the drugs.)
I will never understand the need that some have to make loud noises, totally disregarding the well-being of people and animals in the area.