Here is a link to another thread that has all different ideas of how to help. I started it the other day for Bogey who also does not do well with thunder, car rides, walks and just being out of the house in general.
I wanted opinions on Rescue Remedy but I've tried it now for almost a week and it hasn't helped. We were at the vet today and he gave me something new to try. It was hijacked the first time that I tried posting and it does get a little off course this time too but if you bear with the junk there is a lot of good information and idea of how to help.
Here is the link to the other thread:
http://www.yorkietalk.com/forums/yor...ml#post3127507
I hope that you are able to find a solution to Bailey being so frightened of thunder. Poor baby I know well that is like with Bogey too.