In C.S. Lewis' Prince Caspian, Aslan tells about "chinks and chasms" in between worlds that allow people to pass from one world to another. In the Oz books, however, traveling to the land of fantasy is very different.
It seems to be Baum's intention that Oz was a hidden place somewhere on Earth. Irregardless of this, some fans consider it to be in another world, or an alternate dimension. Some fans have complicated explanations.
I, however, go for Baum's intention. Saying that dimensional rifts or warps opened up every time someone went to Oz in the books is a bit much. In other works, like Narnia, it is implied there is some force who has allowed the passage to open. With the exception of The Road to Oz and The Emerald City of Oz, no one in Baum's books forces their way into fantasyland, but enters quite by accident. In most cases (such as Ozma of Oz, Dorothy and the Wizard in Oz, and The Scarecrow of Oz), somewhat plausible explanations are provided. (Plausible once disbelief in fairyland is suspended.)
In The Wonderful Wizard of Oz, Oz was just an isolated country surrounded by desert. Like Alexander Volkov's Magic Land, it could have been hidden in North America. But as soon as Ozma of Oz, it was made clear this was not the case. Now, past the desert, there are other kingdoms, many of which border the ocean. In The Marvelous Land of Oz, the Gump flies over the Deadly Desert, and the Scarecrow fears they're in Dorothy's outside world, but later maps of Oz show us they are simply in bordering countries. (Bordering countries that use paper dollars in money.)
So, how did that cyclone carry Dorothy's house away from Kansas, the continental United States, over the ocean, over the borderlands of Oz, and straight into Munchkin Country, luckily squashing a Wicked Witch?
Some Oz fans suspect the Good Witches may have had a hand in that happenstance. In fact, in Volkov's The Wizard of the Emerald City, the Good Witch of the North (Villina) reveals that the Wicked Witch of the East (Gingemma) was going to have the storm that brought Elli kill all human life on earth. Villina altered it so that a house that should have been abandoned would be dropped on Gingemma. It was a fluke that Elli was there at all.
In the original Wizard of Oz musical, fairies protect Dorothy's house while it is in the air. If this was Baum's intention (the moment is orchestrated wonderfully by Paul Tietjens), it seems these fairies sent Dorothy somewhere safe. Why that's on top of a witch, we don't know. Or perhaps somehow the house entered a rift in space or portal that sent Dorothy to Oz. Or it got hurled through the air. Really, really hard. And the fact that it landed on the Wicked Witch of the East was just coincidence.
None of Baum's other books have travels to fairyland this problematic. In Ozma of Oz, Dorothy is adrift at sea in a chicken coop and awakes off the coast of Ev. In Dorothy and the Wizard in Oz, most of the action occurs underground (which Baum later revealed in his maps to be under Boboland) which was caused by an earthquake, and later the Magic Belt brings everyone to Oz. In The Road to Oz, Ozma oddly brings Dorothy to a crossroads in a southern borderland of Oz (according to the map). I can only suppose she wanted Dorothy to have an adventure. In The Emerald City to Oz, the Magic Belt again brings Dorothy, Toto, Aunt Em, Uncle Henry and (not mentioned but revealed later in the series) Eureka to Oz.
In Tik-Tok of Oz, another storm at sea brings Betsy and Hank to the Rose Kingdom, and they are later brought to Oz with the Wizard's magic. In The Scarecrow of Oz, Trot and Cap'n Bill are sucked into a whirlpool and journey underground before emerging on Pessim's island, where they fly to the Valley of Mo, and from there fly to Oz.
Thompson didn't really deviate too much from the ways to get to Oz that Baum had established. Peter is kidnapped by a balloon bird then travels with Ruggedo, wishes himself to Oz for change, and finally shipwrecked. Speedy flies to Oz but goes underground in a rocket ship first, then later is blown onto Umbrella Island by a geyser. Bob Up and Notta Bit More accidentally stumble on a magic chant that take them to the Munchkin Country of Mudge.
The curious one is the live statue Benny: he falls into Oz. This is problematic as it seemed like Oz was on the surface. We can only assume it must have been a space rift, possibly caused by that magic spell that brought him to life.
In Neill, Jenny Jump jumps high into the air and spies Oz and decides to land there. Lucky Bucky is hurled through the air by an exploding boiler and is rescued by Davy Jones the wooden whale who takes him to Oz. Snow's only case features a television screen turning into a gateway to Conjo's Island for Twink and Tom, who, with the Shaggy Man, make their way to Oz. Cosgrove's Jam flies to Oz by kite, while the McGraws and Merry send Robin and Merry off to Oz by having them fly off a merry go round.
Only two "borderland" books have people going to fairylands that are part of Oz (the two Trot books don't count here): Dot and Tot of Merryland and John Dough and the Cherub. John Dough has John Dough and Chick fly to different islands either by rocket, flying machine, or flamingo.
Merryland is more troublesome. Dot and Tot enter Merryland through a tunnel their boat floats into and are later sent out another tunnel. This would suggest Merryland is hidden in the United States, but when we see a map of Oz's surrounding countries, there's Merryland, bordering the Deadly Desert. There are three explanations: one is that there was a space rift or portal inside the first tunnel at least, and the Queen opened another one to send Dot and Tot home. Second is that Merryland was hidden in the US, but after Dot and Tot left, the Queen's fairy magic moved it to Nonestica. Third is that those tunnels were very, very, long, but Dot and Tot didn't realize it because it was dark. For that to work, the boat would have to have been moving very fast. Or it happened while Dot and Tot were asleep.
In whatever case, I see no reason in the Famous Forty Oz books (and the expanded universe stories) that Oz isn't a hidden country on Earth.