Here are some links to articles on how to keep your pet safe and calm during the 4th of July fireworks. It seems that more pets run away that day than any other day of the year. I came across two particularly good articles and decided to see what else I could find for a round-up.
I think Cesar Millan is probably right that the owner's positive attitude can help to calm the pet. Muffin's birthday is celebrated today, although I actually only know that she was born in early July and I have always put "July 1" on vet records. So I can make an extra fuss over the cats that way, although they don't actually know that's what the fuss is about.
ASPCA Message: 4th of July Festivities: Should You Bring Your Pet?
Houston Cat Care Examiner: Pet Survival Guide for the 4th of July
Best Friends Network: Pets and Fireworks - Not a Safe Mix
Ezine: Cats and Fireworks - Tips to Help Keep Your Feline Calm and Safe
PetMD's Daily Vet Blog: Fireworks and Pets Don't Mix (In case you didn't already know)
Cesar Millan's 4th of July Fireworks Tips (for Dogs)
Animal Planet video on Pets and Fireworks