This shaggy-dog story actually does involve a dog, though he never quite shows up in the story. And we never quite get to the terminal, either--though the way there is quite amusing. Read by Stephen McCauley.
Thurber's Dogs is the collection from which we draw this story by the beloved American humorist, who is almost as well known for his quirky drawings as his essays, fables, anecdotes, and sundry fiction.
Stephen McCauley is another American writer of some standing, also with a satiric bent, and he has his own website where you can find out more about his novels or just his fabulous life in general: http://www.stephenmccauley.com