[Griffin]

practice fire safety fireworks safety thunder storms prolonged stress open fires: Pets and Fireworks - Safety consideration
What can I do if my pet is frightened of fireworks and thunder?
Some animals do fine and don't seem to notice the fireworks. Some do well with just having their owner near, talking in a soothing voice and petting or holding the pet. And then there are some pets that cannot be calmed by petting or talking to them - they are simply too upset. Animals that are frightened/stressed can hurt themselves and possibly escape if left alone, and the results can be fatal. Frightened animals running loose are in great danger of being hit by a car.
For these animals, it is best to provide a safe place, such as a carrier, to be in while the fireworks last. This alone may be enough of a comfort to soothe some pets. If the carrier is not enough to calm the animal, medication (in the form of a tranquilizer) may be warranted. Tranquilizers are not for every pet! Talk to your vet about medical options that are suitable for your dog or cat. A patient-doctor relationship is needed before dispensing medications, so if your pet hasn't seen the vet yet, an appointment will need to be made to examine the animal to ensure that there aren't any underlying heart or other problems, and base any medications on current weight.
To help your pet become accustomed to thunder and other loud noises, you can try some behavior modification. This technique involves playing a recording of thunder at very low levels. Use the time to reassure your pet that everything is fine. Gradually increase the volume slowly over time, as your pet is able to handle the sounds without getting stressed. Many stores carry "relaxation" types of music, and I have seen several rain/thunderstorm CDs available. This technique does require time and patience for it to be effective. Start slow, and do short sessions only at first. Praising the pet for remaining calm is important. Be careful not to overdo praising, you want the pet to feel that this is "situation normal" as much as possible.

[Pippin]

I have two dogs and one is terrified of fireworks and thunder, yet the other doesn't bat an eyelid. It's a shame to see her lying on your lap shaking. I see there's a few products you can get to reduce anxiety in dogs such as Homeopet Anxiety TFLN and Veterinarian's Best Comfort Calm Doggie Bites. I'd think about giving them a try to see if they help her.

I read somewhere that part of the problem is the dog doesn't understand why you're not freaking out too! All we do for ours is try to reassure her by petting her, but perhaps it's time for another approach.