Hah, we're currently riding out a storm here too. I sympathize! Thundershirts have been great for our dog. Also keep dryer sheet on hand to eliminate the static electricity that some say builds up in dogs' fur and causes anxiety. Also try the supplements rc suggested, and in addition look at shen calm (Chinese herb) and Rescue Remedy. You can also look into TTouch, which I've never used but have been meaning to look into myself!
This is a blog post by our trainer from Chicago about storm anxiety -- she gave us most of the advice we follow:viewtopic.php?f=11&t=27181&view=unread#unread
FYI - I haven't had much success with anti-anxiety meds that are not taken continually. One of our dogs was prescribed a few things for car trips and other specific instances, and they didn't really seem to reduce anxiety as much as make him so lethargic that he couldn't act on his anxiety. Hopefully there's something out there that works better for you! We've used Clomicalm with great success (clomipramine) but that is one that you give daily and our dog had many more anxiety issues than just storms.