When we first adopted Pippin, our youngest, he was terrified of thunder storms. He sleeps in bed with me so I began playing thunderstorm sounds and he learned pretty quickly that thunderstorms are no longer a scary thing.
With fireworks, though… we’ve tried everything (including the thunder jacket) and had to resort to meds. Even fireworks on tv or video games send him into a panic. It breaks my heart to seem him so afraid, but all I can do is provide him with a safe spot and snuggles…and puppy Valium.