Our horses, past and current, never have been able to fully tolerate Independence Day celebrations. Although fireworks are illegal for private parties in New York state, where I live, they seem to "pop" up everywhere around the Fourth of July.
The noise starts in late June (I guess they have to practice) and peaks, of course, July 4th in the early evening. ?It lasts a few days, as I guess they must use up the leftovers. ?We don't call the police, partially because I don't want to be the neighborhood snitch, but also because I firmly believe the authorities have enough to do without trying to track down the source of a fireworks display.
I have long had a rule that horses aren't ridden here past 4 p.m. on July 4, as I am a safety freak. And the horses come into the barn earlier in the evening, too, because they feel safer there. We make many trips to the barn during the evening to ensure no horse is getting overly upset, but you can see that each pop and crack goes through them like a knife.
The few times we have been caught on horseback when someone was practicing for the 4th, we've used basic good horsemanship to stay safe: Keep the horse occupied and busy, no matter what's happening around you. Never stop and stand, because it gives the horse reason to think that something's wrong. Do circles, serpentines, turns on the forehand or haunches, leg yields . . . you don't want to add speed into the mix, but a good walk or trot riding patterns should help keep your horse's mind on his work.
Keep your own body loose and relaxed, as you ride, and your voice calm. He can feel your tension. If the horse bolts, get him under control as quickly as possible, by turning him in a smaller and smaller circle. Stay calm. If the noises continue and your horse stays upset, you need to end the schooling session because you're really not getting anywhere anyway. ?Better yet, go ahead and give your horse a vacation day! Horses need a break every now and then, just like we do.
Have a safe and happy 4th of July celebration!