see a man about a dog: leave, with the implication that you would rather not say where you're going
This expression was coined during the Victorian era of verbal delicacy, when crude activities were not mentioned in polite conversation. It could imply any kind of questionable behavior, such as a visit to a prostitute. During the Prohibition era of the 1920s, seeing a man about a dog meant going in search of illegal liquor. In the Old West, low-class drinking places were called dog-holes or doggeries, a combination of dog and groggery, a now-obsolete word for a tavern.
The phrase may have originally come from a literal reason why anyone would want to see a man about a dog -- to place a bet on the dog's chances of winning. Greyhound races and coursing meets, where two greyhounds competed at chasing a rabbit, were very popular in the last part of the nineteenth century. The heavy betting that accompanied these events attracted all sorts of unsavory characters. It wouldn't be surprising if seeing a man at the dog races became a metaphor for any low-class activity. The occasional variant see a man about a horse supports this explanation.
Beginning in the 1960s, the meaning of see a man about a dog began to narrow. Nowadays, anyone who announces an urge to inquire about canines is assumed to be headed for the bathroom.
Read more about this expression in Let's Talk Turkey: The Stories Behind America's Favorite Expressions (Prometheus, June 2008).
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