My dog goes nuts during storms, our neighbor is a vet and gave us some meds for it, but he also recommended a product you can get OTC called Pet Calm. It's made by Richard's Organics. It's a dirivative of the same plant used to make valium. It works better than the pills we got from the vet.
It comes in liquid form, so we put a dropper full on a cookie, or in applesauce and he eats it up.
We buy the Pet Calm locally from a chain store called PetCo. The local PetSmart does not carry it.
Good luck!