I was asking myself this question while reading the "Jake and Callahan" stanza.
I'm not questioning his presence because as a member of the ka-tet it made sense that he accompany Jake on his part of the journey, but in the first stanza, it was made fairly clear that Oy had to be left behind.
As far as I remember, Jake enters the door at the end of the stanza. I remember Oy barking, but nothing else until Callahan hears Jake screaming at him to look out as a taxi is about to run him down.
Thoughts?