My dog that died 6 years ago was a basket case from about the middle of June until the middle of July. He would shake and drool and hide under tables. I felt sorry for him, but nothing I tried, including playing a CD of fireworks continuously for days worked to get him over it. He freaked out during storms too, and even just the sound of rain hitting the car made a mess out of him.
The two I have now aren't afraid of any of it, they might bark when something goes off, but they want to go out and check it out. The one will sit out in the yard until the rain starts getting really bad, watching the storm.
It's so great not to have them up in my lap, shaking all the time.