This is Zelda Fitzgerald posing with her dog Fritz in 1922. He looks like a Malinois, a Belgian Shepherd.
The Malinois was probably introduced to the US after WWI. During the war in Europe they were brought into military service to act as messengers, scouts, border patrol and Red Cross dogs.
Thank you to Cornish Dreamer: "Your compassion for animals always shows on the blog entries that you write and I find that to be a compelling reason to continue reading your blog." and to Violets Vintage: "You are an artist because you transform misguided dogs into perfect pets!" and to Winchester Whisperer: "You are the voice of reason."