Tried that. He's deformed (rescue dog) so I already carry him down the stairs in my apartment building for walks; he's an 11lb shih tzu. He just starts shaking and won't move. I carried him half a block away and put him down, and he just started walking right back home without stopping to do the usual sniffing and peeing on stuff.
On the actual 4th I managed to calm him down and get him to walk a little, then a huge firework went off nearby and he just RAN. Like if I didn't have a leash on him, he'd still be running I think. Had to carry him home then. He's fine on his morning walks, but now he's petrified of the evening. It really sucks.