Kennel and place in a room that you are least able to hear the noise, put on the radio.
Also there is anxiety wraps which is like swaddling a fuzzy baby that works plus a massage type technique that can put dogs right off to sleep in a thunderstorm.
http://www.animalambassadors.com/practitioners.shtml http://www.animalambassadors.com/shopbooks.shtml http://www.animalambassadors.com/sho....shtml#calming
Which I have done on a Shepard and he passed right out. Now when he hears a Strom coming he goes to his owners for a rub.
Also if all else fails you can use a couple of different drugs the help settle things down.
PM me for those names as you need to ask the vet for them.
Joy