They are just a four-legged jogging suit, usually made from fleece or velour. If you google "4-legged jogging suits for dogs" you should get lots of responses. Here is an example:
handsnpaws.com: Doggie Pajamas, Pet Loungewear, Doggie Denim, Beach Wear, Bath Wraps and Other Fun Pet Clothing
Mine wears a lot of them in the winter. Having all four legs and tummy covered really helps keep her warm.
