BibliOdyssey blog has a very neat post (with a lot of scanned pages) about the original Wizard of Oz, a book titled The Wonderful Wizard of Oz [wiki] by written Frank Baum and illustrated by W.W. Denslow, published in 1900.
And here's a neat side note about the Wizard of Oz: some scholars have interpreted the book as a metaphor for American political, economic, and social events in the 1890s (including the movement to take American currency off the gold standard):
At the end of the story, Dorothy finds her way home, but it is not by just following the Yellow Brick Road. After her journey, Dorothy finds that the Wizard is incapable of helping her or her friends. In the end, she finds that the magical powers of her silver slippers help her. Since the silver slippers are the vote, she realizes that she had the power to fix the problems all along. [Note, in the original story, Dorothy wears silver slippers, not ruby ones]
Links: BibliOdyssey's blog post | Political Interpretation of the Wizard of Oz [wiki]
Zoroastrianism part of the Theosophy doctrine is referenced right in the title, 'OZ' stands for Oscar Zoroaster. The Wizard of Oz's full name is 'Oscar Zoroaster Phadrig Isaac Norman Henkle Emmannuel Ambroise Diggs' O.Z. P.I.N.H.E.A.D.