Red Faber was one of the 17 grandfathered spitball pitchers whose career survived the banning of doctored pitches; he's one of three of that group to be inducted into the Hall of Fame (along with Stan Covaleski and Burleigh Grimes)
This tale comes from the 1917 World Series. Faber started Game Two for the White Sox, and in the fifth inning found himself at second base with teammate Buck Weaver on third and two out. For no apparent reason, Faber then broke for third. After he slid into the base, Weaver sourly looked down and inquired: "Where the hell do you think you're going?"
"Back to pitch," Faber replied.