Not me but my daughter's dog is terrified of them. He is a huge Leonburger and either tries to fit in the tightest place he can find or he stands with his head butting against a wall.like a goat butting someone except he stands still with his head pushing on the wall.
When I was a child we lived in Oakridge Tennessee for a while. If you like storms go there!..
The lightning would come in one window and go out the other!..and the thunder would rock you off your feet.
My brother and I would stuff pillows on our ears and it still rumbled in our head.
I guess because we were in the middle of it being on top a mountain
Now it doesn't bother me but the thought of frying from lightning has crossed my mind now and then.