I once had a dog named Lightning that was so afraid of thunder he would dart behind our couch for cover. Ironic, I know. Dogs are often afraid of the booming noise and will sometimes be so nervous that they shake. As a dog owner you should do as much as you can to help calm down their nerves during those storms:

Lots of love
Your dog likes to be near you and just that will help if you are petting him. Another thing you can do is play with him. Getting out the dog toys and playing around with him can’t hurt. Remember, your dog will likely feel more protected near you, whether he’s being petted or played with, than if he’s not.

Music
Just like different music can affect your mood, it can work for your dog as well. I know that you will want to play AC/DC’s Thunderstruck because it seems apropos in that situation, but it might be a little to heavy to calm the nerves. See if you have any more soothing music in your collection.

If he goes for cover anyway
If playing around with your dog and/or listening to (enter soothing singer here) don’t work and your dog still darts for a certain spot, make that spot as comfortable as possible. Putting a blanket and a toy there will help with the anxiety more than not having anything at all.