To calm an anxious pet during storms, you can create a safe space for them to retreat to, such as a cozy den or a designated area with their favorite toys or blankets. You can also try playing calming music or white noise to drown out the sounds of the storm. Additionally, using a thunder shirt or similar anxiety-reducing garment may help your pet feel more secure. It's important to remain calm yourself and provide reassurance to your pet during the storm.