Anti-anxiety drugs such as Prozac and Buspar can work but take 3-4 weeks to take effect and also can have side effects. Looking at natural alternatives seems a better option. A meal rich in complex carbohydrates with additional vitamin B6 gives a dog a natural boost in Tryptophan. Tryptophan is in fact a precursor for Serotonin and Serotonin effects mood. When the dog eats carbohydrates this stimulates the production of insulin which in turn increases the uptake of Tryptophan and so increases the level of Serotonin. The theory on this method looks good but the statistics are not available to prove it works. One natural Remedy called flower essences such as Rescue Remedy was developed by an English medical Doctor Edward Bach. Each liquid is an extract of flowers which effect different aspects of emotional well-being in humans and animals. Of these Flower remedies Rescue Remedy is the best known and has a calming effect. Consensus on the effectiveness of Remedies varies. Some say it works immediately and others maintain that it takes four to eight weeks to have an effect on dog's emotions. At the end of the day it will not do any harm to try it.
Another suggestion is the use of Melatonin. This is a natural hormone that regulates our sleep and wake pattern, called circadian rhythms. Studies have indicated that provided the Melatonin is given before the noise occurs it can be 80% effective. Another use for Melatonin has been with search and rescue dogs that have to travel on helicopters or planes to different areas .The Melatonin lets them relax throughout the flight and also the dogs are still be able to perform their search duties when they arrive. This was something that was affected when pharmaceutical drugs were used; the dogs were drowsy and unable to do their jobs properly. As Melatonin was originally derived from the pineal gland of cows the process was expensive. The pharmaceutical Industry now produce it synthetically. Make sure if you decide to try this method that it is pure melatonin and not mixed with any other herbs.
Finally...if music is your thing then studies have also found that simple classical music performed on the piano produced a calming effect on 70 percent of dogs in shelters and 85 percent of dogs in homes. Before going down the route of the natural remedies trying a classical CD is worth a shot and may even save you the bother of trying anything esle.