Two dogs, three dogs, four or more? And what do dogs have to do with nightfall?
In the 1800's, while working and driving cattle, cowboys often had to sleep outside. In the spring and summer they'd usually sleep under the stars, but in the fall and winter, they'd have to pack tents or canvas "halves" to block wind and work as a shelter to stave off the chill. Additionally, they had working dogs with them for protection, helping move the herd, and for warmth at night.
Cowboys would use dogs for their body heat. The number of dogs in the tent that it took to keep warm signified how cold the night was. If they needed three dogs to stay warm, it was a "three dog night." There is such a thing as a four dog night, or a five dog night, but for some reason, the number three had more sticking power.
It's the cowboy way of talking about how cold it is. Have you ever heard this saying before? Used it yourself? Could you see yourself using it now? Let me know in a comment!