Hmm, funnily enough, I was recently monster-hunting in Montauk (no, I'm not kidding).
The government used to have a huge camp there which was shut down because of illegal activity...they basically were torturing soldiers to figure out how to do mind control and telepathy and whatnot. There's an urban legend saying a portal was opened to another dimension and monsters escaped.
Anyway, my guess is a turtle without it's shell...but it appears to have fur near it's neck?!? And I think if it was a turtle it'd be pretty easy to identify...