our old boxer when i was a kid would somehow always escape the backyard if a storm blew in but never could get out on a normal day. we lost her for 2 weeks, looking everywhere and she just runs down the street one day to our house.
My little dogs grew up on fort riley kansas next to where the artillery training fields were, so they got very used to house rumbles and loud booms. our boxer, nope fireworks make her run like a sissy to her kennel.