We had a greyhound who hated fireworks and thunderstorms, poor girl.
My border collie (Tori, RIP) was so smart that once I explained to her the principles of ballistics and pyrotechnics, then took her for a walk while the kids were lighting firecrackers, she put 2 & 2 together and realized that, although fireworks were loud and obnoxious, they were no threat to her.
However, since I have no control over atmospheric conditions, I was unable to demonstrate my scientific explanation of thunder and lightening. Thus, I had to tell her the age-old explanation that it was Angels in Heaven bowling.