"Black Dogs" appear in myths across the world, most are associated with death and bad omens... i.e. Hell Hounds.
The Yeth Hound is said to be the spirit of an unbaptised child that takes the form of a headless black dog. The Hound wanders the woods at night making pitiful wailing sounds (though, I'm unclear as to how it makes wailing sounds without having a head).
The Black Dogs were possibly one inspiration from Sir Arthur Conan Doyle's ghost dog in The Hound of the Baskervilles-- "an enormous coal-black hound, but not such a hound as mortal eyes have ever seen."
Heed Not, the Lonesome Cry
Heed not, the lonesome cry,
the baleful wail echoing through the woods.
Seek not, the black hound's sigh,
look not where the headless creature stood.
One sound, your limbs will shake,
your heart filled with the deepest dread.
One glimpse, your soul's deep ache,
your one chance of escape will have fled.