My birds don't seem to care, but fireworks noises are pretty much limited to the cities 13 minute professional fireworks show at night. Fireworks are illegal in town because of fire danger. There are always a few people who try to get away with lighting off one or two though.
Many years ago my uncle had a dog who, though kept inside, went berserk on the 4th of July and chewed thebcornernof the refrigerator door, chewed molding on the door frame and a few other things. After that my uncle got a tranquilizer pill for the dog so he could peacefully sleep through it and not hurt anything or himself. I know it's probably not considered the best thing to do to drug your animal, butninwoukd consider it an option if you aren't able to be home or have them with you for the whole time fireworks are happening in the neighborhood.