@AndyD Same thing here on 4th of July. Some of our dogs were completely oblivious to the noise, but one in particular, our golden retriever Maggie, was freaked out by bottle rockets. The high pitched whistle that a bottle rocket makes before it explodes must have hurt her sensitive ears. She also hated thunderstorms, getting nervous well ahead of any actual thunder or rain.
She was the one that went crazy one day, frantically pawing open the sliding door on the front hall closet so she could hide. We heard on the news shortly after that there had been a minor earthquake in central Illinois, several hundred miles south of us. Almost no one around here felt it, but Maggie sure as heck knew something was happening.