For nearly forty years this story has given faithful service to the Young in Heart; and Time has been powerless to put its kindly philosophy out of fashion. To those of you who have been faithful to it in return ...and to the Young in Heart... we dedicate this picture.
The Scarecrow and Tin Man both vowing to get Dorothy to the Emerald City after they've been threatened by the Witch.
This one takes a bit of thinking, but when Marvel finds out Dorothy is running away from home, he uses his so-called "crystal reading" abilities to tell her that Auntie Em is crying because she left, and that she's sick. Manipulative? Yes, but it's actually pretty sweet when you realize he's doing it to try and convince a young girl to go home.
"Poor little kid, hope she gets home alright..."
Then, when he hears she was hurt during the storm, he goes to see if she is alright. This for a girl he met once.
The Flying Monkeys were free and cheered Dorothy for killing The Wicked Witch of the West.
"HAIL TO DOROTHY, THE WICKED WITCH IS DEAD!"
When the Scarecrow and the Cowardly Lion are chewing out the Wizard after finding out he's a fraud, the Scarecrow criticizes him for not being able to give Tin Man and Cowardly Lion what they wanted, and the Lion criticizes him for not being able to give Scarecrow what he wanted. They never mention how he can't give them what they wanted.
The Wizard is actually a pretty nice guy once his scam is exposed. He speaks kindly and encouragingly to all our heroes. Of particular note is his dialogue with the Tin Man:
Wizard: So, my friend, you would like a heart. You don't know how lucky you are not to have one; hearts will never be practical until they can be made unbreakable.
Tin Man: But I still want one.
Just the sheer amount of devotion and love the Lion, Scarecrow, Tin Man and Dorothy have for one another after they've known each other for, what? Three days, at most? Apparently, there are some things you just can't share without ending up liking each other, and being threatened by a Wicked Witch is one of them.
Meta example: Margaret Hamilton, the actress who played Mrs. Gulch\Wicked Witch of the West, was actually a very nice person in real life and loved children—she was worried about her character(s) in the movie being too frightening for children. Legend has it that when there was talk about possibly making a sequel, she turned down the offer to reprise her role because she didn't want children to be scared of her.
She appeared on Mister Rogers' Neighborhood in her Wicked Witch costume at one point to help the viewing children understand the difference between an actor and the character he or she is playing. A faded version of its exists here here.