Pets, like people, all react differently. My cats over the years have not cared much, but my friends with dogs have reported varying success with the methods mentioned here - Rescue Remedy, thundershirts, etc.

Act completely normal or they will instantly pick up on it!
If they are crate-trained, this is an excellent place to put them for the duration. Mine are well-accustomed to their crate in the car, they go everywhere with me, so i put them in in....they sit there all full of anticipation of another trip and notice nothing, although I live about a mile from the epicenter.

Behave normally. The dogs will react to you.

Close windows, doors. Like other's mentioned a loud TV, Chewies, blankets. Keep them close. ♥

People have had success with some dogs with "thundershirts". That or if it's REALLY bad "rescue remedy" can help. Anything past that idk.
Our old girl used to get SUPER upset over storms & fireworks....
Brought home our bomb proof boy & she's a different dog now. Some dogs DO learn from each other, for better and worse.
Otoh SHE taught him that rain is acid and will burn you. LOL
When we brought him home he didn't care about going out in the rain.
(he's still better than she is about it tho). They'll hold it all day if it's pouring out.