Ladies and gentlemen, I present to you...Carole Lombard as a sheepdog (and alongside one, too):
The caption reads: "This is nice company if you are a dog, and can get it. The lady is Lombard, and the picture was taken while Carole was making 'Fools For Scandal.' " (Some might say that's funnier than anything from the actual film.)
We know this is from a magazine published April 12, 1938 -- but which one? Judging from the font used in the headline "Hollywood OFF GUARD," it's likely Look magazine, no stranger to running photos of Lombard (http://community.livejournal.com/carole_and_co/93954.html).
Seeing this almost makes you wish "The Shaggy Dog" screenplay had been written some 20 years earlier, with an appropriate gender change. Since Lombard spent plenty of time around dogs, who knows how she might have handled playing another species?
Interested in the picture? You can get it for $12.50 by going to this site: http://www.goantiques.com/detail,carole-lombard-dog,859191.html