From HSUS: To protect your pet on the Fourth of July, take these precautions:
Resist the urge to take your pet to fireworks displays.
Do not leave your pet in the car. With only hot air to breathe inside a car, your pet can suffer serious health effects—even death—in a few short minutes. Partially opened windows do not provide sufficient air, but they do provide an opportunity for your pet to be stolen.
Keep your pets indoors at home in a sheltered, quiet area. Some animals can become destructive when frightened, so be sure that you've removed any items that your pet could destroy or that would be harmful to your pet if chewed. Leave a television or radio playing at normal volume to keep him company while you're attending Fourth of July picnics, parades, and other celebrations.
If you know that your pet is seriously distressed by loud noises like thunder, consult with your veterinarian before July 4th for ways to help alleviate the fear and anxiety he or she will experience during fireworks displays.
Never leave pets outside unattended, even in a fenced yard or on a chain. In their fear, pets who normally wouldn't leave the yard may escape and become lost, or become entangled in their chain, risking injury or death.
Make sure your pets are wearing identification tags so that if they do become lost, they can be returned promptly. Animals found running at-large should be taken to the local animal shelter, where they will have the best chance of being reunited with their owners.
If you plan to go away for the holiday weekend, read our information on Caring for Pets When You Travel.