thunder, fireworks and gunshots. They are scary.
I could tell something wasn't right when Milo began walking beside me as I was on the riding lawnmower. He was asking me to help him get away from the noise of a neighbor who is apparently firing a rifle at a target. Milo does NOT like this new hobby.
So... with storms it seems that it is the noise of the thunder rather than the barometric pressure change.
Other sudden noises don't seem to startle him. However, when the other dogs are in trouble - which occurs a fair bit as Sabrina and Leo have soooo much prey drive - he doesn't care for that. Even if it is not shouting, but the whisper commands Milo knows that someone is in Troubleeeee!