Go out and enjoy the show with them :o)
My goats are the only ones who pelt around the paddock before they take shelter in the implement shed but they need the exercise. The dogs couldn't care less, but then I couldn't care less either.
I go out to see the horses when they first start and remind them that fireworks for us are a celebration, a happy time we share with family and friends and admire the lights and the noise. So I stand out there and admire the lights and the noise with my family and friends (the 4 legged ones) until I'm bored and then I go back inside.
Make it a positive thing for them, explain what it is, so there is no unknown aspect to it for them, enjoy it with them and then leave them to it :o)
Animals "hear" what you are feeling the thinking, so don't worry about anything, or they pick up on that worry and then the strange noises and lights start and they go "oooooh that must be what she was worried about!!!!" and stress too... just enjoy the celebration and leave them enjoying it too :o)
Of course that doesn't mean you do NOTHING for an animal that does stress about them, you take your normal safety precautions! Common sense still exists so you use it :o) But by removing all stress from yourself you will remove a massive amount from your animals too.