You would have to go back about 65 million years to a creature called Miacis which evolved into Tomarctus, 15 million years ago and lived in North America. Scientists believe that Tomarctus was the ancestor of all the canine family. Tomarctus had 5 toes and thoughts are that the dog's dew claws are what remains of the 5th toe. It could be that the ancestor of the grey wolf crossed the Bering Strait land bridge to Siberia and Asia and then some returned to North America as the wolf we know today, the ancestor of our dogs.