Is your pet afraid during thunderstorms ?

My family owns six dogs. Some of them are afraid of thunderstorms, while the others are not that afraid. One of our dogs, named Sheena (a pitbull) becomes really terrified when it is raining. She would run around seeking shelter even if she is inside the house already. One time, it was raining so hard, thunder was roaring every few minutes. Sheena ran around the house that she almost hit my 80-year old grandma. Thankfully, she didn't get hurt.