A joke in the traditional manner

Here is the punchline: A Golden Retriever.

No spoilers. The setup is in the comments.

More jokes in the traditional manner
How did Bela Lugosi know what to expect?
How did Samuel Clemens do all his long-distance traveling?
What did the plumber do when embarrassed?
Which member of the orchestra was best at handling money?
Why did the doctor spend his time helping injured squirrels?
Why did Oliver Hardy attempt a solo career in movies?
Why was Santa Claus wandering the East Side of Manhattan?

[“In the traditional manner”: by or à la my dad. He must take credit for all but the doctor and Santa Claus.]