My little dog has been scared and even terrified of explosions since he was little.
Loud sounds of that kind put him in a state of alertness that makes him hide. Sounds like the explosion of the exhaust pipe of a vehicle, or fireworks.
It is the latter that makes him very nervous at this time of the year. When he hears these explosions he gets very scared and runs to where I am and lies on top of me trying to hide. And if the sounds continue, he starts shaking.
I don't like to see him like that at all, and what I try to do is to cover his ears, put the TV on high volume, close the windows and then put on some relaxing music. Even so, it's hard to calm him down.
If anyone knows of a good method for him not to suffer so much when he listens to fireworks or to calm him, I would appreciate it if you could leave it in a comment.