Have you seen the video of Munchkin, the Shih Tzu, dressed like a teddy bear and walking on a treadmill?
Munchkin is kind of a big deal on YouTube, dressed of course in that cute bear costume:
The costume itself is actually a teddy bear which is the right size and fur color for Munchkin with its stuffing removed (except for the arms), face cut off, and the feet removed so the dog wears it on the front half of her body. There is also a little bit of velcro on the bears neck to keep it on and closed up in the back. You could easily do this for your own dog if you so desired, and can find a teddy bear to fit.
Enjoy, hope it helps bring you a little cheer the evening before Thanksgiving!