Sounds like he has storm anxiety and it can happen to any dog of any age, breed, or gender!

The number one thing to do aside from the suggestions above is DO NOT REINFORCE THE BEHAVIOR. As hard as it is, you must ignore the behavior when he is behaving that way. Dogs feed off human emotion -- if you coddle him you're telling him there IS something to be afraid of. If you ignore his behavior and act normal during thunderstorms, he may think "huh, they aren't acting any different, theres nothing to be afraid of!"

Try associating thunderstorms with something fun! What is his favorite treat, toy, or activity? Bring it out during thunderstorms. Hopefully soon he'll start to associate thunderstorms with having fun rather than being afraid