Elle, one of my shepherds used to get in the bathtub, too. The other one used to wedge herself into a corner in our bedroom that was next to the biggest bureau and, I swear, try to dig herself out of the house.
I guess my karma for that all that is that my five-year-old isn't the least bit fazed by loud noises. I even worried that he had a hearing problem for a while, there, because he was so not sensitive to it. This boy slept through three hurricanes, the first one of which had me about crawling out of my skin, the roaring wind was so relentless (that would be Frances). Like me, he loves thunderstorms and isn't upset by fireworks or airplanes overhead. But he definitely doesn't miss a beat, either. Something falls in the garage, and he's like "What was THAT?"