Firstly when your dog is a pup, you need to play games and be happy when there are fireworks.
Totally ignore any type of fear reaction, and reward normal behaviour.
I took my pup into the garden and played with her the first time we heard fireworks when she was about 9 wks old.
It cannot be stressed enough how important this is, as what happens when they are pups sets the precedent for the rest of their lives.
My pup, now 7 months old, doesn't even wake up at fireworks right outside the house now.

But, what to do if your dog already has a fear of fireworks, and ignoring him isn't working.

There are several natural remedies you can try.
Bach Remedies / Flower Essences – usually available from Boots – can be very useful.
Mimulus is for known fears (such as fireworks, thunderstorms, vets) and Rock Rose is for sheer terror or panic.  You can give both of these together, 4 – 8 drops straight into the dogs mouth, taking care not to let the dropper touch the mouth otherwise you will contaminate the bottle.
You can also put both remedies into the dogs drinking water for these few weeks when fireworks are most common.
You could also use Rescue Remedy which is a more general emergency essence.

Valerian drops are very calming (www.dorwest.com) - and will help the dog relax.
Homeopathic remedy Phosphorus 6c can be helpful – for fear of sudden noises – and also homeopathic Gelsemium 6c, for a dog who becomes almost rigid with fear.
These should be given in chronic dosage which is one tablet 3 times daily for one week, followed by one tablet twice daily for 3 weeks.
In an emergency situation, you can give the acute dosage which is one tablet every 15 minutes for 3 hours, then one tablet hourly for the rest of the day – 30c strength is better for the acute dosage.
After that give one tablet 3 times daily for three further days, or until symptoms have disappeared.  www.ainsworths.com can supply you with homeopathic remedies and can also offer advice.

If you are into aromatherapy, then Camomile, and Neroli can be very calming – but be sure that they are very well diluted – you can get good quality oils from
www.essentialanimals.co.uk
Another calming and easy tip is to put a well fitting t-shirt / vest onto your dog.
A normal t-shirt with the dogs legs through the armholes, neck through neck hole, and tie the excess in a knot above their back.
This can help to make them feel secure, as if someone is cuddling them tight all the time.
You can do this at any time if you think the dog feels worried, it works for all sorts of fears, not just fireworks.

Another product, which I don't personally have experience of, is the DAP diffuser, which you plug into your plug socket, and it produces pheromones which are supposed to calm the dog.  I have heard good reports of this, its worth a try.  You can get them from www.caninechemists.co.uk