No website reference I'm sorry but my information comes from a book called 'My Back Pages' by Andy Gill which gives the stories behind Dylan's songs from 1962-69. 'Lay Lady Lay' was "originally commissioned as the theme for the film of Midnight Cowboy, but finished too late for inclusion." Dylan states that he came up with the chord progression first before "filling it up with 'la-la-las' which quickly transformed into the song's title." No mention of dogs I'm afraid but if you would like to hear Bob Dylan's dog barking listen to the recording of 'If Not For You' from 'The Bootleg Series: Volumes 1-3.'
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