Shih-Tzus, like any dog, particularly a small one, can develop nervous tendencies. One of the things I have noticed that causes nervousness is exposure to sudden, loud noises.
Our oldest started getting very nervous when it came time to go outside after the municipality installed some "crackers" by the lake to scare off the geese. It sounds like a shotgun going off, but it's enough to send the geese flying off. Unfortunately, it set my little guy off to the point he wouldn't even go outside to do his business. It was finally removed and now he's slowly making his way out again, albeit warily.
The second thing that happened was a carpenter started working on our basement and used an air nailer. Well, I thought our oldest was going to go clear out of his skin. He shook, he wouldn't leave my lap, and at one point he got so nervous and disoriented he pooped on the carpet...something he never ever does. We've actually started taking him to my mom's house during the day until the construction work is over...that's how badly it was affecting him.
However, loud startling noises of any kind, whether it's gunshots during a TV movie, dropping a heavy object, banging nails into the wall...any of these things start them up. I'm not saying you can't do anything around the house, but do be aware that these little guys don't know what's going on. I find lots of hugs, cuddles and playtime immediately after something startles them can do a lot to alleviate the nervous behavior that can be on the brink of development.