The feedback I have gotten about the thundershirts is that they seem to work 50% of the time. The directions instruct to get the dog used to them before a stressful situation; which may be the problem with many people that don't get good results. I bought one for Dexter and it works great when he is with my petsitter because all of her dogs wear them but here at home, the calming treats work better on him.
My store carries many different brands of calming treats. Active ingredients in some include thiamine, valerian, L-tryptophan, st johns wort, chamomile and so on. We have to use them when it storms on our store cat, Shy-Anne. And my dog, Dexter. They are not drugs per se but a more natural way to take the edge off and calm the animals down. Many people use them for dogs with anxiety issues as well as for pets that don't travel well.