In the Dashiell Hammett stories the Thin Man's dog was a female Schnauzer called Asta. They kept the name because the stories were so popular but the best dog star at the time was a male Wire Fox named Skippy. So he became Asta.
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Asta was not a Jack Russell Terrier. He was a Wire-Haired Fox Terrier.
http://en.wikipedia.org/wiki/Skippy_%28dog%29
Asta
it is a pet monkey. If you're asking about Nick and Nora from the Thin Man movies, they had a dog named Asta.
The Thin man (1934) , After the Thin Man (1936) , Another Thin Man (1939) , Shadow of the Thin Man (1941) , The Thin Man Goes Home (1945) and Song of the Thin Man (1947 .
Myrna Loy and William Powell
Porter Wagoner went by Wagonmaster, and The Thin Man from West Plains.