
Yes, Remy does. He's also scared of thunder - a little over a year ago, I took him and Opi out for a walk in drizzle, only to be caught out 15 minutes' walk from home in the biggest thuderstorm I've ever seen in my old town, and it was directly over the town as well. Enormous lightning strikes, scared the hell out of him and he damn near dislocated my shoulder trying to get home - if he hadn't had a halti harness on he would've done it.
If we're out in the garden and there's thunder, he's right there up against my leg straight away. Same indoors, he follows me everywhere and glues himself to my leg. When all the storms were going a few weeks ago he unplugged my printer because he was trying so hard to get under the computer desk by my feet! :p