I'm American but I can't think of one.
"Cock and bull story" is an English-language idiom for a far-fetched and fanciful story or tale of highly dubious validity. It is often used to describe a description of events told by someone who is being deceitful or giving an excuse, perhaps unconvincingly. The first recorded use of the phrase in English was in John Day's 1608 play Law-trickes or Who Would Have Thought It:
What a tale of a cock and a bull he told my father.
These folk etymologies are cock and bull stories. "It is said" might as well be written as "This colorful explanation is a cock and bull story".
The inns on Watling Street
The Cock and the Bull inns in Stony Stratford were staging posts for rival coach lines on Watling Street, the London–Birmingham turnpike road. It is said that local people, regarding the passengers staying at the inns as a source of news, were told fanciful stories; there was even rivalry between the two inns as to who could tell the most outlandish story.
These inns are still in existence: the Cock Hotel is documented to have existed [in one form or another] on the current site since at least 1470; the present building dates from 1742. The history of The Bull is less well documented but is certainly older than 1600; the present building is "late eighteenth century".
According to another source, the rival inns were in Fenny Stratford, a nearby town also on Watling Street, but no such hostelries exist there today. There is no reliable support for the Watling Street etymology of the phrase.
Shaggy dog stories are sort of an opposite, they never seem to get to the exciting or important part and are just thoroughly pointless and disappointing.