Baxter, the dog in "Anchorman: The Legend of Ron Burgundy" is a Border Terrier. The breed is generally smaller in stature and scruffy in appearance, with a rough double coat of soft under-fur and a wiry outer coat.
The character of Baxter the dog in "Anchorman" was played by a Border Terrier named Peanut. There were concerns about the sequel, due to the fact that Peanut had since passed. Although the character returned for "Anchorman 2," the role was instead played by Quince, who was discovered online by the film's trainer after being abandoned in a supermarket parking lot in West Virginia.