Allow the dog to be close to you if possible. Dogs who are crate trained may do better inside of their crates rather than roaming the house freely. Also consider turning on a television or radio to drown out the noise until the storm passes.
One good way is to give your dog a motion sickness pill. This will make them a little drowzy and help calm nerves. You would want to give it to them about an hour before if you know that it is coming.
