We have three dogs, but only Gandy hates storms. He likes to be outdoors most of the time, but when the thunder starts he comes inside and usually goes down into the basement, to his sleeping place under the stairs. But night before last we had a thunderstorm, he came in, went downstairs for like 2 seconds and came back up. Then he followed me around the house until the thunder stopped.

The other two dogs and all three cats don't mind thunder at all.