I saw this story once on the twilight zone.
The guy (a Jed Clampett type) and his dog were coon huntin' in the hills of kentucky. The dog chased a coon into the water and the coon got onto the dog's head and was drowning him. The man jumped in to save the dog and drowned too. They woke up beside the pond and went back to the cabin only to find the man's wife and friends mourning over his dead body. They hung around for a while and then they set off down the road and the rest of the story is what you described.
I think it actually comes from a classic of some sort but I don't know which.