It is the first Oz story where the majority of the action takes place outside of the Land of Oz. Only the end takes place in Oz itself. This reflects a subtle change in theme: in the first story, Oz is the dangerous land through which Dorothy must win her way back to Kansas; in the third, Oz is the end and aim of the story. Dorothy's desire to return home is not as desperate as in the first story, and it is her uncle's need for her rather than hers for him that makes her return.
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