Well, they get
to the Emerald City, which turns out to be a cardboard and vinyl job, but includes
a Wizard, his throne, and an adjustable Yellow Brick Road. He tells them they
should go kill the Wicked Witch of the West.
While the Wizard is often found quite easily in his "Baggie", it can be extremely difficult to obtain him boxed. (Thanks to Dan Crandall for the pic)