You could also just give him some Benedryl, it does help to calm the dogs down. I have an adopted dog that I don't know his puppyhood but he is Terrified of thunderstorms - to the point he just sits on the couch next to me and trembles. He has his own place and he will crawl under the bed if I'm in the bed but he wants to be right up against me during rain. I tried the recording bit - he figured out the difference between a recording and the real thing - probably due to the rain hitting the swamp cooler in real life vs just coming from the speakers.
Having another dog around seemed to help him - she stays close to him almost like a comforter.