S.H.
Try getting him a stuff animal that "protects kids from storms." Pick something snuggly he can sleep with and tell him it will help the storms be less scary. At our house, Pooh Bear has been "guarding" our son at sleep times for several years... and it works.
You might also try sleeping in his room for a night or two. It will make the transition back easier. You can give him little rewards for staying in his bed while you are there (stickers, etc.) and slightly bigger prizes for staying in there alone.
Good luck! He will grow out of this eventually, but I know it seems rough right now!