A single bomb-sniffing dog supposedly died within the World Trade Center complex.

[link to www.dogspeak.ca]
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Although rumours abounded, NO dogs died in the recovery effort. Sirius, a Port Authority bomb-sniffing K9 stationed at the World Trade Center, died in the building collapse.
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The official story is that this one dog was left in the basement when trouble occurred:

[link to dogsinthenews.com]
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K-9 Police Dogs Killed in WTC: 1
"Sirius", the resident bomb-sniffing dog at the World Trade Center's Port Authority K-9 Unit was below ground level when the first plane hit. His handler, Officer David Lim, told Sirius to stay in an office as he ran up the emergency stairs to investigate. Officer Lim was buried in the stairwell when the tower collapsed but was pulled from the heap by rescuers. Sirius was never found. UPDATE Jan 29, 2002: Sirius, WTC Dog, Found in Rubble
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The details of the story actually sound rather dubious, but in any case...

The primary point here is that even according to the official story, only a single bomb-sniffing dog remained in the World Trade Center, despite the many supposed threats:

[link to www.newsday.com]
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The World Trade Center was destroyed just days after a heightened security alert was lifted at the landmark 110-story towers, security personnel said yesterday.

Daria Coard, 37, a guard at Tower One, said the security detail had been working 12-hour shifts for the past two weeks because of numerous phone threats. But on Thursday, bomb-sniffing dogs were abruptly removed.

"Today was the first day there was not the extra security," Coard said. "We were protecting below. We had the ground covered. We didn't figure they would do it with planes. There is no way anyone could have stopped that."

Security guard Hermina Jones said officials had recently taken steps to secure the towers against aerial attacks by installing bulletproof windows and fireproof doors in the 22nd-floor computer command center.
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By the way, read that last paragraph again. According to the security guard, officials took specific steps to protect the towers against 'aerial attacks' on the 22nd floor. Clearly, someone had indeed seen the Lone Gunmen pilot.