As BEagle said earlier. Go to the last couple of minutes of the film. Gibson and Wallis are talking outside of SHQ(?) - look over Gibson's shoulder and about 200 yards distant a black dog can be seen running around on an open grass area.
Another version of the story is that, after the black dog was noticed in shot, people asked around the station "Did you see that - it must have been Nigger?". To which some erk replied "Can't have been - there aren't any n*****s at Scampton!"....