My Edie had no problem with fireworks until she was about 4 years old. Now she hates them. I keep her in the house and put a blanket over her crate to muffle the sound. I keep the crate door open, but she feels safe in there and stays inside.
A friend of mine had a Border Collie who ran off on July 4 because of fireworks. It was terrible because he did not have his collar with tags on because he had just been swimming and they took it off because the color ran. My friend was distraught--he bought a BIG ad in the newspaper (at considerable expense) and put a photo of Sam in it. (He was also calling TV stations to inquire about television time) Luckily, the good samaritans who picked Sam up saw the ad and there was a happy ending to the story.
After that, my friend got a microchip installed. But I don't think he'll ever take Sam's collar off either.