It should be said, if you have a puppy or are getting a puppy. Socialize and habituate them to the sounds. Start with recordings of fireworks playing in another room, treat them when they react to the sounds. When they start wagging their tails and come to you when they hear it, make it more intense by increasing the volume or bringing then into the room. Keep practicing and proofing multiple days per week for months until your puppy happily comes to you when they hear loud bangs.

My puppy now wags his tail and joyfully comes to me when lightning strikes because he thinks it’s a fun treat game. Absolutely way better than the alternative. It takes a few weeks with puppies, could take years for traumatized rescues and adults.