We've all seen dogs whimper, tremble, or dive under the bed or hide in the closet when the fireworks go off on the 4th of July, or when there is a thunderstorm. You might never know why he or she has become afraid of such loud noises. Dogs have very sensitive ears and they might hurt. It could be separation anxiety along with the noise. You can do something to lessen his fear. If you don't step in and make things better, they might become even worse.
There are two - shall we say "normal" - behaviors for when a dog becomes frightened because of a loud noise: trying to escape and run away, or, doing something destructive. Both behaviors are you dog's effort to reduce his fear.
A side effect of your dog's escape or destroy reaction to loud noises is that he might begin to associate other things in his environment with the loud noise and makes a link in his mind that the loud noise and the "thing" are somehow related, so he then becomes afraid of that "thing." For example, if your dog is afraid of firecrackers, and your husband is the one in the back yard who is creating this loud sound, your dog might begin to fear your husband or the yard itself.