It’s very common for a dog to be afraid of thunder but there are ways to help your dog over come his fear. One idea may be to play a CD of storm noises while doing something that he enjoys like playing with his favorite dog toy or eating his favorite treat. You have to be careful not to make the problem worse by rewarding him for his fear. It’s better to distract a whining dog then to pat him. This attention will only re-enforce this kind of behavior. If the problem is severe and behavioral training doesn’t help, have him accessed to make sure he doesn’t have a general anxiety problem. Treatment for anxiety usually involves behavior modification. If your dog is truly terrified whenever there’s a thunderstorm, ask your vet about  pet medication that will calm him down.