I don't have a "barn" exactly, just a fairly solid run in shelter, but he has never seemed to seek "safety" in it. Last year was my first with Sharif, and given he was skittish about some things I was concerned about fireworks. So when they were going to happen I (and my dogs) just went outside with him. The dogs are good with fireworks (in fact one actually enjoys the light show, thunder storms etc, the other has no fear of anything) so I thought they would set a good example. Turned out it was a none issue, but then Sharif stands outside in rain and thunder storms and doesn't mind those either. He's also the type I think that would feel better not being confined and especially not tied if he was afraid of something. He did get a pretty panicked once when a neighbor's barn up the road caught fire, with firetrucks, lights, sirens whizzing by. As soon as I went outside with him he stopped racing around and came to me, so I guess he just needed a companion to show him there was nothing to fear (he did not have a barn mate at the time, probably also a factor for most horses).