I think it depends on how severe the storm is. See, where I live, storms happen every afternoon starting the first week of June until mid to late August. Every afternoon without fail. So I have grown adjusted to storms that happen in the afternoon, last for ten minutes at the most, and all they do is thunder a little and bring down large amounts of rain, then they're gone. If they are not like this, however, I am terrified of them. I have no idea why but if it happens in the morning or at night, last longer than ten minutes, thunders or lightning a loudly and a lot, and practically floods the place I'm terrified of it. The perfect example happened this week. I apparently lived through a F-1 tornado without realizing it. I had been sitting on the couch, relaxing since I had been throwing up all day, when the usual storm hits. I'm about the fall asleep when I notice that the rain on the sky lights of my room don't sound quite normal. It sounded like bullets were hitting the skylights and it never sounds like that, not even when it's hailing. Then, there was a blinding flash of light that was almost instantly followed by a loud crack of thunder that shook the house. My dad says he's never seen me get off the couch so fast. I pretty much had a complete panic attack because you couldn't see outside it was raining so hard, alarms were going off around the house, thunder was shaking the whole place, and glass was cracking (I couldn't see that but you could hear it) from the hail. It lasted about an hour. So, we ended up with many toppled trees in the backyard (none of which hit the house by some miracle), a cracked skylight (that was the cracking glass we hurt, it got hit was hail the size of a baseball), and floodage in part of our basement.

My dog is also very scared of storms and usually it helps me stay calm if I comfort her. If I'm not home when she freaks out she usually runs to my room and hides under the covers of my bed.