Gun shot or fire work?!

My fiancé and I are laying in bed, and heard a very loud noise that sounded like it may have been a gun shot. We aren't sure because we've never heard one in person. But maybe it also could have just been one fire work?! We aren't sure but we're kinda scared. Should we contact the police just to be safe? I don't want to make anything a huge deal if it's nothing..please give advice. I live in Iowa and while gun crime is actually becoming extremely bad in some of our cities, it really isn't bad in mine..