My lab is scared of thunder and rain storms  

My old dog used to get pretty scared of thunderstorms, but not as bad as that. She usually just wanted to be close to one of us and would wimper. But it's probably the noise that scares your dog most so maybe that's what you can try to work with. If all doors and windows aren't already shut, try that. Then maybe some sort of white noise- like tv or radio would help. And just trying to be near the dog and pay attention to them. Whatever part of the house is most sheltered from the sounds of the storm would be best too.

Bring the dog inside before the storm starts. As soon as he starts to get the slightest bit nervous, get some really tasty treats (bits of chicken works well) & ask him to sit. You might have to wave the chicken in front of his nose to get his attention. As soon as he sits, he gets the chicken. You want to distract him, so that he realizes that even though there's a storm outside, good things can also happen (chicken). It will take a while to desensitize him (depending on how long this has been going on), but it does work.

Good luck!