Maliks Muwatta Book 056, Hadith Number 026.

Section : What to Say when it Thunders.

Malik related to me that Amir ibn Abdullah ibn az-Zubayr would stop speaking when he heard thunder and say, "Glory be to Allah whom the thunder glorifies with His praise and the angels from the fear of Him." (Subhana-aladhee yusabihu ar-radu bi hamdihi wa mala'ikatu min khiyfatihi.) Then he would say, "This is a severe warning to the people of the earth."