I believe certain lines in dogs of all breeds are genetically predisposed to be scared of fireworks, thunder, gunshot etc. However, there are things you can do to desensitise your dog to fireworks.
You can buy CDs that play firework noises, as well as other loud noises, and the aim is to play them quietly initially at home when your dog is relaxed and doing something pleasurable (such as chewing a bone etc). Then, over time, increase the volume on the CD, but always keeping it at a level your dog can cope with.
Try not to overly reassure him when he is worried by loud noises, as it will reinforce his fear that there is something wrong. Just try to jolly him along if you can.
Another idea is to make sure he has a den where he can take refuge when afraid - such as a covered crate.