Our old Great Dane, Gracie, wasn't spooked by the thunder and lightening, but she did NOT like rain. She'd ask to go out, get to the edge of the porch and see that it was raining, then put the brakes on. We'd say "Go on, girl, a little rain won't hurt you!" and she'd look at us like we were torturing her. Eventually, when she just couldn't hold out any longer, she'd dash down the stairs across the driveway and not even sniff around for a 'good' spot - she's just do a half-turn, squat and piddle and be back on the porch faster than one could normally get her to amble down the stairs.

Apparently big shiny black dogs are made of sugar, and they WILL melt in the rain. At least Gracie though so!