It is reported from Sayyiduna Abdullah bin al-Zubayr (may Allah be pleased with him) that whenever he heard the sound of thunder, he would stop talking and say: 'Subhana alladhi yusabbihu al-ra'du bi-hamdihi wa al-mala'ikatu min khifatih' (Glory be to the One whom "the thunder glorifies with His praise, and the angels (too) out of fear of Him" [Surah al-Ra'd: 13]). Then he would say: "This is a severe threat of Allah Almighty for the people of the earth."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب صلاة الاستسقاء / 6471