We have 4 pets... 2 dogs and 2 cats. Bella, our older dog, is terrified of thunderstorms and heavy rain. I feel so sad for her. She tries to hide and barks every single time she hears thunder. She get so anxious she doesn't know what to do really. Our younger dog, Jeter, could absolutely care less. Funny how pets can be so different. Jeter acts just like he does any other time... not a care in the world.
Our cats, Sushi and Wasabi, only get scared if the thunder is super loud. They try to hide and just look kind of out of sorts.
Thankfully the thunderstorms usually don't last for too long. We always put the music or the TV on loud to muffle out the sounds of the storm.