When I first got my dog back in the early 2000s, she would always be frightened in the month of July for at least the first five years of her life. When the fireworks would start, she would literally freak out and cry and whimper. She had to be in somebody's room until it was over, particularity my mom's as she was the one she loved the most. This year for example, she acted like it wasn't even there. Guess it took awhile for her to learn that she was safe without my mom "protecting" her.