Abdullah ibn Zubayr (RA) used to say when he heard the thunder -

سُبْحَانَ الَّذِي يُسَبِّحُ الرَّعْدُ بِحَمْدِهِ وَالْمَلَائِكَةُ مِنْ خِيْفَتِهِ

Subhaanal-lathee yusabbihur-ra'du bihamdihi wal-malaa'ikatu min kheefatihi

Glory is to Him Whom thunder and angels glorify due to fear of Him.

Reference: Sahih. Adabul Mufrad: 560