Well, not that shaggy...

Of course I did (see below) because the idea of not knowing was more than I could bear. I once contacted the chamber of commerce of Young America, MN for no other reason than to find out why it was named Young America. And why do so many fulfillment coupons have a Young America address? Those questions had bothered me for years. But that's another story.

First, I owe Mark an apology, as the traditional two definitions of "shaggy dog story" are, "a long-drawn-out circumstantial story concerning an inconsequential happening that impresses the teller as humorous but the hearer as boring and pointless" or: "a similar humorous story whose humor lies in the pointlessness or irrelevance of the punch line." And Mark's story is neither, of course. Well, maybe long and drawn-out.

[insert smiley here]

In any case, there seems to be an ur-Shaggy Dog story that first gave that style of story its name. This is taken from Michael Quinion's "World Wide Word" site. If you're expecting a big laugh to follow, be prepared to be disappointed...

Eric Partridge wrote a little monograph called The ‘Shaggy Dog’ Story, Its Origin, Development and Nature in 1953. He said that “the best explanation of the term is that it arose in a story very widely circulated only since 1942 or 1943, although it was apparently invented in the 1930’s”...

...A grand householder in Park Lane, London, had the great misfortune to lose a very valuable and rather shaggy dog. He advertised repeatedly in The Times, but without luck, and finally he gave up hope. But an American in New York saw the advertisement, was touched by the man’s devotion, and took great trouble to seek out a dog that matched the specification in the advertisement and which he could bring over to London on his next business trip.

He presented himself in due course at the owner’s impressive house, where he was received in the householder’s absence by an even more impressive butler, who glanced at the dog, bowed, winced almost imperceptibly and exclaimed, in a horror-stricken voice, “But not so shaggy as that, sir!”

If you're still awake, Quinion notes the following as the other most cited ur-Shaggy Dog story

an advertisement [is] 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 don’t think he’s so shaggy”.

Aren't you glad you asked?