I do!  In 1929 a US patent was granted for a cooking apparatus, and it described corn dogs, and other stick-impaled food.
I usually get my fix at the Texas state fair. Turns out a patent was filed for the name in 1927.
Whenever I go to the fair, I have to get a corndog Oh!  It's a sausage on a stick right?  It's covered with a thick cornmeal batter, and then deep fried as far as I know. Yes!  Oh do you happen to know when they were invented?
A US patent filed in 1927, granted in 1929, for a ''Combined Dipping, Cooking, and Article Holding Apparatus,'' describes corn dogs, among other fried food impaled on a stick; it reads in part: In ''300 Years of Kitchen Collectibles'', author Linda Campbell Franklin states that a ''Krusty Korn Dog'' baker machine appeared in the 1929 Albert Pick-L. Barth wholesale catalog of hotel and restaurant supplies.