I know Black Dog as a township.But the link above leads to a site that lists towns/communities.It shows up as a town.Maybe someone else could answer your question better.
I had family there too briefly during the depression. I think this area must be near Tulsa County's border, as the area they once lived is now under the large Keystone Lake (lake and dam erected in the late 1950's early 1960's).
May I make a suggestion?Be specific in your subject line, such as "Location of Black Dog?" or similar.When reading message boards, most people just read the subject lines without opening up every single post.
This board and the Osage County board at Rootsweb have helpful members.Why not try posting your g-grandfather's name and birth/death dates in the subject line?Perhaps another researcher will recognize him. I've had people respond to my posts years later with much-needed info.Someone months from now might recognize your ancestor's surname.