We used to have a weimareiner dog that was so gunshy even a car backfiring would send him running to the garage. Our dogs always had to be heavily tranquilized every July 4th and at New Year's Eve because of the fireworks.
My cat Tripod didn't seem to mind fireworks or thunderstorms, unless a firecracker went off real close or a bolt of lightning struck nearby. Then she'd startle, but other than that, she was okay.
Brandon the puppy seems to be okay with fireworks, too--and believe me, around here, they start shooting them off day and night a month before, and a month after, the Fourth. Do they ever stop to think about how much pollutants they're putting into the air--not to mention heavy metals from the fireworks?