Dee Dee was born & raised in Central Florida (Orlando) where we had storms every day during the summer. As Sam said, the lightning capitol of the world, and we really mean it when we say we have storms. So, she is ok with thunder storns, but she is terrified of fireworks. They pretty much sound the same to me, but I guess there's something about fireworks she hears different from thunder...
She starts trembling & gets clingy during fireworks. We just try to close the windows & act normal as not to encourage her from getting whiney/clingy. I do pat her head & tell her everything is ok, and she seems to relax ok once she sees that we are relaxed & ok with fireworks. :)