Unfortunately many pets develop a fear of loud noises. Many animals get progressively worse over time. You can use a technique called counter-conditioning to help your pet overcome his fear of loud noises. You need a recording of thunderstorms and/or fireworks that your pet responds to with anxiety or fear. The basis of the counter-conditioning is to play the recording constantly while the pet is having pleasant experiences-eating, receiving pets, etc. You play the recording at a low volume where there is no reaction. Over time you gradually increase the volume. Reassure him if he gets anxious when you increase the volume.
It is not a quick fix but it is great to know that your pet can handle the stress of loud noises when you are not there. The length of time involved varies from pet to pet but can take a few weeks.
Stop in our office to pick up more detailed instructions on counter-conditioning your pet to thunderstorms and fireworks. He will love you for making the effort.