Fireworks and dogs don't always get along. Even if you have a new puppy who doesn't react to the sounds or flashes of light - ensure you play with your pup during the fireworks or feed super yummy goodies so he will continue to have a positive association with the event. It's not unusual for a fear of fireworks to show up around the 4 year mark.
Avoid bringing your dog along to watch the show. Have some relaxing music on such as Through A Dog's Ear cd's. Use calming aids such as D.A.P or a Thundershirt. Have one person stay home with the dog. Take turns each year!
Have a safe spot always available for your dog to go to with a compfy bed/chew toy/favourite floppy toy in a cosy part of a room with no windows (bathroom, basement,closet)
Ideally these are all suggestions to try when your dog is relaxed so when you use them in stressful times, he already has a pleasant association.