Fortunately, Tilly doesn't get frightened by fireworks, loud noise or thunder. However, I have had a dog, in the past, who would try to climb up the walls and bite his way through the skirting boards during thunderstorms and the firework season. The calming plug ins didn't work, neither did tranquilising drugs. They only thing we could do was close the curtains and put Pink Floyd records on as loud as we could bear. That helped a bit.
It is a nightmare for both dogs and owners. I shall be having my usual complaint discussion with the manager of Sainsbury's as soon as they start selling fireworks :-)