What is the joke about the dog who stands up at the piano and plays "Melancholy Baby"? [possibly NSFW]

Source of my curiosity:[NPR](http://www.npr.org/2015/11/18/456349585/gray-haired-granny-an-85-year-old-writer-goes-punk-rock-instead)

Google fu has revealed drunks shouting play "Melancholy Baby" at concerts preceded shouting play Freebird. There is a joke where a drunk shouts "Play Melancholy Baby", and the singer says "I don't know that one, any other requests?" and the drunk replies "show us your tits" (Or [junk](http://ask.metafilter.com/151893/Luckily-there-are-enough-parachutes-for-everyone-Evacuation-is-orderly#2177230) if the performer is a man).

There is also a Calvin and Hobbes joke about mixing a cantaloupe and Lassie to get a "Melancholy Baby"

But either of these jokes are missing both the piano and dog playing Melancholy Baby.

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