Green’s Dictionary of Slang

nanny goat n.²

an anecdote.

1860		T. Haliburton Season Ticket 32: I’ll swop many nannygoats with you, and give you a boot when you tell the best one. [Ibid.] 164 : Why, what is your idea of that word? why, if you nannylize it [...] you’ll find it’s ‘a lively expectation of benefits to come’.
1894		Mirror of Life 8 Sept. 2/4: The nanigotse was good, the [...] phunnygraphs funny-like.