What is your dog's reaction to a thunderstorm?
Most dogs are bothered storms because their instincts inform them that they are dangerous. Where I see dog owners accidentally amplifying this natural caution is when they either console the dog too much or don't direct the dog at all. Whenever we console our dogs, we are reinforcing their current state of mind. If that state of mind is fear or anxiety, then unfortunately, that is what we are encouraging by our attempts to comfort them.
Dogs look to their masters for how they should respond in any given situation. If they receive confirmation for their behavior, they view that behavior as pleasing to their master. Affection reinforces behavior. Sometimes there is nothing we can do about guiding them towards a calm state of mind when we are not physically present, but we can choose whether or not to encourage the fear when we are present.
If your dog is expressing a stressed out state of mind during a thunderstorm (or at any other time), the best response we can have is to remain calm and as much as possible, and ignore the dog until he calms down. *Ignoring certain behaviors works to a degree, but if your dog is displaying an abnormal amount of fear, consult a professional immediately.* They are looking to you as to whether or not this is a situation worth freaking out over.
This is why I find that the best response we can give a dog when they are fearful is to help them move past their fear by showing that everything is alright without saying that their state of mind is alright. Show them by your calm state of mind that while the storm should bother them instinctively, there is no reason to freak out irrationally.