Moved? In the woods? Who would know? A wandering bear? Vengeful squirrels dying to rat him out?
Afterward, Jones found himself complimented from all sides for his honesty. He himself was perplexed by the reaction.
In a quote that has been passed generation to generation, he got to the uncompromising soul of the game of golf: "There is only one way to play the game. You might as well praise a man for not robbing a bank."
And here is the kicker: Jones' self-policing occurred in the first round of the 1925 U.S. Open - which he lost in a playoff.
Now, for the 112th time, the Open is with us again, starting Thursday at the historic Olympic Club in San Francisco. Because it is one of golf's four major championships, the tournament carries extra impact and cachet.
What you are absolutely, positively, stone-cold guaranteed during this Open is this: There will be no cheating. There will be strict self-policing because that is the very touchstone of the sport.
Golf is the most vexing, the most exasperating, the most difficult of all our sports - pro athletes from other sports are lured to golf because the competitor in them can't figure out why they are unable to solve this maddening game. In other venues they may cork a bat, doctor a ball, load up on assorted pharmaceuticals, tiptoe to the edge, but in golf there is this quaint concept called integrity, and there is a slavish adherence to the rules, whose sanctity is zealously protected. The players call infractions on themselves all the time, and not just on those occasions when a bear in the woods might be the only witness.
The first commandment has remained unchanged ever since that Scottish shepherd swatted a rock and yelled: "Fore!"
And that commandment, stern and with no provision for exceptions is: Play it as it lies.
Once at the Texas Open, on the Monday morning after the tournament, Mark Calcavecchia was enjoying a second cup and perusing the sports pages, and as he was running down the columns listing scores and prize money, he came to a screeching halt.
He found his name.
And then he found an error.
He had signed for the wrong score.
He returned the uncashed check, without hesitation.
At the Bob Hope Classic one year, Mike Donald noticed his caddie had hopped a ride on the back of a cart from a tee. That's illegal. No one noticed. Only Donald, who without hesitation, tacked two strokes onto his score.
Donald had been in a free fall, dropping all the way down the money list to 297. Now, here he was in position for a nice check. Must have been tempting.
"No way," he said.
Sometimes you wonder if they go to the extremes, and by the standards of your usual foursomes - "I hit 6 but give me 5 and I'll take a do-over on that bunker shot and that putt's good, right?" - they do.
After the first two rounds at the 1996 Bay Hill, Jeff Sluman was just two shots out of the lead, but he spent a toss-and-turn Friday night, unable to shake the nagging feeling that something was amiss. He told officials that he feared he had taken an improper drop after hitting a ball in the water.
Re-creating the situation and watching tape confirmed what Sluman had suspected, but even before a penalty could be assessed, Sluman disqualified himself.
"I'm not sure, and if I'm not sure, I couldn't live with myself and keep playing," he said. "What if I had won? It would be like a curse."
Living by the rules of golf isn't easy because there are, well, so many of them. The rulebook of the USGA and the Royal and Ancient rivals War and Peace. There are provisions for the most esoteric of situations. Like, for example, if in your usual round you should happen across a worm - yes, a worm - and it is half underground and half above ground, you are allowed to move it because it is considered a "loose impediment" rather than an "embedded obstruction." The worm, minding his business and working his way to the back 40, might not be too thrilled with being uprooted.
Sometimes you are penalized even if you are innocent.
Greg Norman disqualified himself from the Greater Hartford Open in 1997 when he realized that the ball he had used for the first two rounds had not been properly stamped at the factory and so, technically, wasn't on the list of approved balls.
"Rules are rules," he said, stoically.
Yes, even the arcane ones.