I have heard of a lot of people with dogs scared of thunder, and a lot of different theories to why. Some say they know the dog was scared as young, and others say that it is just something that is, they have no idea why their dog is afraid.
My Golden Mix is scared of both thunder and fire works, she hates it and when a storm is coming on, you know if it is going to thunder, she is always hid somewhere, way before you can even hear it yourself.
She is a rescue, so I cant really say what happened to her before we had her. But once I had a min. Schnauzer who hated the thunder, and when we got another dane puppy, that seemed to be "carried over to the new puppy" She sensed that Happy (min. Schnauzer) was afraid and got worried too. As soon as we realized what was going on, we started to work with the dane puppy a lot, and it did help. But I am sure that the reason she started off being afraid was because she saw the other dog soo stressed out in a certain situation.
Marit