We used to have a black lab, now deceased, that we would have to physically restrain around firework...not that he was scared, he equated the "boom" with a gun shot and would run off trying to find the "dead birds".
Of the two dogs we have now...the new black lab's ears will twitch and he'll cock his head like "something's not quite right here"...the little guy (from another thread my jacked up beagle) doesn't even twitch. I really loud one with go off and startle me - I look over and Jude is still sound asleep!