I'd suppose just get them used to things of all sorts, and don't make a big deal about getting past it, just show them that it is okay. (Not in a babying manner, however.) And reward them forgetting past it, but slowly wean them off the rewards. That is how I would do it, but I'm not that hardcore of a rider so I haven't tested my theory that often.
My horses are pretty much bombproof with any loud noises, however. Seeing as they are used to it. They are pastured near a road, so they see vehichles of all sorts. (Semi-trucks, cars, trucks, Skidsteers, tractors.) Aswell as joggers, birds, dogs, children, random debris, etc. Don't try and tiptoe around a horse's feelings constantly. Then they will learn that that stuff is just absolutely terrible and to make a big deal out of it every time they see it.