Luke over at Common sense atheism posted a very hilarious video:
Here's a more scholarly approach to Oz:
Oz has early attestation in "The Wonderful Wizard of Oz" which all Oz scholars agree is the first Oz book ever written.
Oz has multiple attestation: The land of Oz is mentioned not only in our earliest sources but also in "Rinkitink in Oz" "The Patchwork Girl of Oz" "The Emerald City of Oz" and "Glinda of Oz".
As the guy in the video pointed out, much of what is written about Oz is eminently plausible given what we know about history. Further, many stories about Oz pass the criterion of embarrassment: The Cowardly Lion, for example, is portrayed as being very cowardly and the whole lot of Dorothy, the tin man, and the scarecrow are portrayed in various points of the story as being weak, which isn't the sort of story that would simply be made up. Think about: If the Oz books were written by close companion of Dorothy, as most scholars believe, then why would Dorothy or the author simply invent stories that portrayed themselves in a bad light. It doesn't make sense unless you believe in Oz.