If you're like most dog owners, when your beloved pet is upset or frightened, your first instinct is to cuddle and comfort them. While it can be helpful when dealing with anxious children, this kind of comfort can actually make your dog's anxiety problem worse.
Since your dog doesn't understand logic, you can't explain to him that the thunder isn't going to hurt him, like you can with a child. Instead, what he understands is that the thunder got a reaction out of you, too. Therefore, it must be bad.
Hopefully you would never take the opposite approach and reprimand your dog for his nervousness, but if you did, you'd have the same effect. The dog would see that the thunder (or whatever else is upsetting him) is making you nervous and upset as well. His reaction is then justified, and he's going to become more likely to react in the same way in the future, rather than less likely.
The solution? Just act natural. Don't scold him or praise him or do anything at all differently. As much as you can, simply ignore the anxiety-causing thing that's driving your dog crazy. Your dog looks to you for guidance about how to act in different situations, and if you show him that the storm or fireworks or screaming neighbor kids don't bother you, they'll be less likely to bother him, too.
But that's not to say there's nothing you can do to help your dog remain calm on the Fourth of July. Stick around for the next email, and we'll talk about how to make your dog actually look forward to fireworks.
Check back tomorrow for another tip!