Beth, that is so funny and probably shocking!! My two are not afraid of thunder or even firecrackers going off. In fact, while on our walk, some kids on the block blew off some firecrackers after we passed and were down on the other end of the block and my two didn't even flinch. However, my Great Pyr used to go into attack mode whenever she heard a firecracker, in fact my first GSD used to do that, too. I always said that if they got loose during the 4th of July, there would be bodies everywhere!!
Sue