There's lots of studies, both official and not, on animals' sensing impending weather or other phenomenon. There is reportedly a spike in "lost" ads (under pets) in the days after such things, including earthquakes. Of course you may say, "Duh?", but the animals tend to go missing the day(s) just before the event.
When the tsunami hit most recently, native people who still lived by old ways, followed the animals inland many hours before the fateful waves.
Whether it's a change in the electromagnetic fields (many storms will highly charge the atmosphere in the area) or subtle, unfelt tremors or shifts in the earth - it's accepted that animals may, indeed, know something we don't know.
When it comes to the behavior of your dog - keep an eye on him for any repeat of this behavior or other health symptoms. This may also be an early sign of a health problem in the pet. Often, cardiac and respiratory disease present with displays similar to this description.