The Old Wine Shades — Martha Grimes

Scotland Yard's Richard Jury is drawn into one of the strangest cases he's ever encountered, by a marl: who walks into a bar...

...and over three consecutive nights spins out the story of a good friend whose wife and son (and dog) disappeared one day when they were in Surrey. Nearly a year later, the dog came back.

Is Harry Johnson winding Jury up? He's rich and brainy, with some pretty funny notions about the nature of reality. The dog did come back--but how? And from where? When Jury investigates, all seems to be just as Harry described it...until they find the body.