My dog shakes and is very afraid when someone sets off fireworks. She used to try and hide in various places (under tables, various corners in the basement etc) and would be shaking so much she started panting. I started building her a fort (blanket over the gap between the couch and the ottoman) so she could go in and be completely surrounded. When she goes in, I sit in front of the opening and hold her paw so she knows I have her back, and so that I am blocking the way from anything gettig to her. She calms down pretty quickly when I do this, it is just a few minutes of shaking now, but she used to shake for hours.