The Thundershirt works great for our dog. I certainly recommend trying it. She's not nearly as hyper during storms as she used to be. Plus, last fall she was very sick and I kept it on her all the time. I think it was comforting to her when she did not feel well. I call it her "magic coat" and she comes running when it's time to put it on.
Unless the policy has changed, it comes with a 30 day money back guarantee wherever you buy it from so there is no harm in trying. I bought mine last summer at Paws Animal Hospital but now you can buy them all over including, I believe, Bed, Bath & Beyond so you can use a coupon if you have one.
Here's the website for more info:
Thundershirt | The Best Dog Anxiety Treatment