Give the dog a safe place where she can go in times of firework noise.
Give your dog a safe house where he cannot see out and cannot hear what is going on outside as loudly. You might choose a crate or an interior room with soothing music playing. Let your dog decide: Notice where he goes during a storm or fireworks, and if possible, allow access to it. Be sure your dog can come and go freely, since some animals become more anxious if confined.
Reward calm behavior all the time.
Many owners make the mistake of trying to console and pet a fearful dog that's whimpering or climbing on them, inadvertently rewarding the scared behavior. Practice SIT, STAY training. Teach your dog at times when there is no storm to sit and stay on command. Practice so much that your dog knows that you will be pleased if she is sitting and staying. If she feels anxious, she can depend on that training to be sure to get the correct response from you, so always reward calm behavior. Ignore anxious behavior as much as you can. During a storm, try distraction with a favorite toy or game. BUT only give the toy if she is calm.
Consider a snug garment and calming pheromone producing items.
Snug-fitting shirts and wraps especially designed to calm anxious dogs are worth a try. Thundershirts work well for some dogs. At Applebrook, we see about 50% of dogs do calm in the Thundershirt and sometimes using in conjunction with medications and Adaptil collar produces the most reliable improvement. There are anxiety medications, but these are most effective when combined with behavior modification training.
In the winter or times of fewer storms, desensitize your dog to the sounds of a storm.
Play a CD of thunder recordings or fireworks at low enough levels that don't frighten your dog, while giving him treats or playing a game. Gradually increase the volume over the course of several months, stopping if your dog shows any signs of anxiety. The goal is to get your dog used to the sounds, and associate it with good things. Experts caution that desensitization may have limited success because you can only recreate the noise, and not the other factors that may be bothering the dog, such as the static electricity or changes in barometric pressure.
This type of anxiety is very difficult and frustrating. We will have to work together on this journey as we try different things. Hopefully we can discontinue the medication eventually or at least only give it during the summer.
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