Prince, my 6 pound YorkiPoo, used to shake uncontrollably during thunderstorms. Now when he hears thunder I get the thundershirt and he starts jumping with excitement.
At the first sign of a thunderstorm I put the shirt on him and hold him in my arms for a minute, until the shaking subsides. He usually goes to his bed and lies down and ignores the noise from outside. It may not work for all dogs, but I would definitely recommend it.
