A sundog is an optical phenomenon that is sometimes observed in the sky when sunlight interacts with ice clouds or particles in the atmosphere.  A more complete explanation is found here. The above photograph of sundogs over Greenland (the bright spots left and right of the sun) was kindly provided by Jay Johnson, Physical Sciences Lab, University of Wisconsin-Madison.

A moondog is the same as a sundog, only caused by the moon. Before the Beatles chose the name for which they became famous, they briefly toyed with calling themselves Johnny and the Moondogs. The Sundogs therefore have yet another thing in common with the Beatles besides the facts that there's four of them, they're male, and they play a lot of Beatles tunes.