Quizmonster's link doesn't really answer the question, just gives a lead. The author was J B Morton, who wrote a newspaper column called Beachcomber that was full of random jokes, opinions, and fluff, each under a separate headline. The "story" under that headline was "The story to fit this sensational headline has not turned up yet."
And that's precisely what one of the first two or three 'headings' on the page I provided a link to actually says, Kingaroo. A pretty good 'lead', I'd say!