There are many stories about Sai Baabaa like this. You may find these types stories in the book "Sat Sai Charit". I have read that book, but I did not find this story, that is why this story is presented here. If anybody has any other story which is not in that book, about him, you may e-mail me on the address given at the bottom of this page. Thanks

As everybody knows that nobody knew whether Sai Baabaa was a Hindu or a Muslim. He lived in a Mosque and observed many things of Hindu order. He had a friend and a follower. He was a Hindu who loved him, respected him, and had much faith in him. Every day he would come for his Darshan, and without seeing him he would not go. Sometimes it would happen that he would have to wait for the whole day, but still without seeing him he would not go, and he would not take food unless he had seen Sai Baabaa.

Once it so happened that the whole day passed, there was much gathering and much crowd that he couldn't enter. When everybody had gone, just in the night he touched his feet. Sai Baabaa said to him - "Why do you unnecessarily wait? There is no need to see me here, I can come there and drop there from tomorrow. Now I will do that you will see me every day before you take your food."

The disciple was very happy. So next day he was waiting and waiting; nothing happened. Many things happened really, but nothing happened according to his conception. By the evening he was very angry. He had not taken the food the whole day, and Sai Baabaa had not appeared so he went again to the mosque. He said - "You promised me to come and you never came?"

Sai Baabaa said - "But I appeared thrice, not even once. First time I came, I was a beggar and you said to me, "Move away. Don't come here."
Second time I came I was an old woman, and you just won't look at me; you closed your eyes - because the disciple had the habit of not seeing women." - he was also practicing not seeing women, so he closed his eyes. Sai Baabaa said - "I came there, but what do you expect me to do? Should I enter your eyes, in your closed eyes? I was standing there, but you closed the eyes. The moment you saw me, you closed the eyes. Then third time I reached there as a dog, and you won't allow me in. With a stick you were standing in the door."

And these three things had happened - the disciple remembered. And these things have been happening to whole humanity. The divine comes in many forms, but you have a prejudice; you have a pre-formulated conception; that is why you cannot see. He must appear according to your own ideas, and he never appears according to your ideas. And he will never appear to you according to your own ideas You cannot be the master for him and you cannot put any conditions to him. When all imagination falls off, only then truth appears. Otherwise, imagination goes on making conditions and truth cannot appear. Only in a naked mind, in a nude, empty mind, truth appears, because you cannot distort it.

Shiradee Baabaa as the Incarnation of Dattaatreya
Taken from http://scriptures.ru/tripura2.htm#CHAPTERXVII
Many people began to have doubts about Sai Baabaa's transcendental powers. One day, the birth anniversary of Dattatreya was to be celebrated (in the month of Maargsheersh on Panchamee (5th day). Several devotees had assembled in Shiradee. Among them was a wealthy man too, a great scholar called Kaijack. His full name was Balwant Kaijack. As he was approaching the Masjid, Baba took his stick and waved it at the devotees, asking them to get away. He even beat some of them, shouting, "Shaitaan.". No one could understand why Baabaa was behaving like this. "I am suffering with labor pains. Get away from here, all of you!" he shouted. In those days, Baabaa not only shouted at people, but also wielded the stick on them on occasions. He would even throw the stick at fleeing people. Every one was afraid of him, so they all fled from the place.

Some time later, he called all of them. "Balwant Kaijack, come!" he said. When Balwant came, Bsabas went inside the Masjid. Balwant also went in and found that Baabaa was not there. He found a three-headed baby on the floor. Baabaa had declared that he was suffering from labor pains and there was a baby there. The three-headed child appeared to represent Dattaatreya. It was a small baby with a number of hands. Balwant recognized the child as Dattaatreya and called other devotees to come inside. They went in and on seeing the child closed their eyes. At that instant Baabaa reappeared. From that time onwards, people started looking upon Baabaa as the incarnation of Dattaatreya.

The Biggest Statue of Shiradee Baaba
In Machilipatnam, a big statue of Shirdi Sai is built and is attracting the tourists and devotees. This Sai Baabaa statue can be found on the main road of District court center in Machilipatnam. The statue is so big that anybody who goes near the temple can only touch his feet. The statue appears as if Baba is sitting on the first storey of the building. To have a complete view of the statue, one has to stand away from the building and lift their heads. The is sitting on a throne under the hoods of a five headed serpentine. The height of the statue is 44 feet and width is 45 feet. The statue was launched on Vijayaa Dashamee day in 2007. Rs.22 lakhs were spent for the construction of the statue and no donations were asked for the construction of either the temple or the statue. Festivals such as Guru Poornimaa, Vijayaa Dashamee, Sri Rama Navamee and Ugadi are celebrated here on a grand scale. On special occasions thousands of devotees come to the temple. All the Abhishek and Poojaa are performed for free at this temple.

The founder of Sai Baba temple in Machilipatnam is Sri Lakshmipuram Vittal Rao. The cement idol of Sai Baba was installed in a shed on Vijayaa Dashamee day in 1994. The temple became famous with the devotees and a temple was built there after four years. Generally all Shirdi Sai temples have the idol in a sitting posture and the height of the temple is 9' 2". Annadaan is held every Thursday in the temple. More than two thousand people take the Prasaad in the Annadaan.