While I'm not certain about a dog, Arizona does allow 'defensive display' of a concealed weapon. IIRC from the class, that would probably involve what the member posted about with the Rottweiler - holding the pistol alongside the leg. Arizona is also a 'stand your ground' state.

I did have to chamber a round in a Winchester M1200 shotgun once, in order to dissuade some less-than-reputable looking gentlemen in Korea. I was watching our shop van (carrying weapons) at a highway rest stop while my driver took a bathroom break. These two rocket scientists decided that we were doubtless transporting gold, and figured that I didn't have any ammo anyway. I ordered them repeatedly to stop (in Korean), and they ignored me, while advancing towards the truck with a pry bar in hand. I chambered a round of #00 buckshot, pausing for effect with the round visible in the ejection port. They decided that they had urgent business elsewhere, and head there fast!