It is narrated from Sayyiduna Ibn Umar (may Allah be pleased with them both) that when the Messenger of Allah (peace and blessings be upon him) heard the rumbling of thunder and the crack of lightning, he would supplicate: 'Allahumma la taqtulna bi-ghadabika, wa la tuhlikna bi-'adhabika, wa 'afina qabla dhalika' (O Allah, do not kill us with Your wrath, do not destroy us with Your punishment, and grant us well-being before that). This hadith has a sahih (authentic) chain of narration, but the two Shaykhs (Bukhari and Muslim) did not record it.