I don't want to sound like an ass, but go check back in the woods for someone that is gullible enough to believe this without proof. Foxes are also most active at night and are very sly animals... not to mention thier depleting numbers... and the fact that you didn't mention how you got home a set of 4 wheels all the while staying in control of your loose dog.
But if this really did happen, that's some awesome luck.