Woof woof,
Lucy
There are many candidates for the original or ur-shaggy dog story. William and Mary Morris, in The Morris Dictionary of Word and Phrase Origins, give a version of it that involves an advertisement being placed in The Times to announce a competition to find the shaggiest dog in the world. After a vast amount of effort and investigation (described in detail, after the nature of this type of story), the winning dog was presented to the aristocratic instigator of the competition, who said: I dont think hes so shaggy.