Full title: In The Wizard Of Oz (1939), Dorothy chooses to walk to the Emerald City, despite Wicked (2024) showing there was a train that went directly to the city centre. This is because she is American, and therefore does not understand quality public transport.
Munchkinlanders are poor, and Munchkinland (where Dorothy landed) does not have a rail system. They only recently had the yellow brick road installed.
Meanwhile Shiz is the top (only?) university in the area. It has a rail line directly to Emerald City.