Toto

L. Frank Baum, the author of the Wizard of Oz was a member of the Theosophical Society, which is an organization based on occult research and the comparative study of religions. Baum had a deep understanding of Theosophy and, consciously or not,  created an allegory of Theosophic teachings when he wrote the Wizard of Oz.

"There is no danger that dauntless courage cannot conquer, there is not trial that a spotless purity cannot pass through; there is no difficulty a strong intellect cannot surmount."
   -  H.P. Blavatsky

Surrounded by artifices and special effects, the Wizard comes across as cruel, rude and unwise. The Wizard is in fact a stand-in for the personal God of the Christians and the Jews, the oppressive figure used by conventional religions to keep the masses in spiritual darkness: Jehova or Yahwe. It is later discovered that the Wizard is a humbug, a charlatan, who scares people into worshipping his Wizard. He surely could not help the characters complete their quest. If you read literature of Mystery schools, this point of view towards Christianity is constantly expressed.
After all is said and done, the brains, the heart and the courage needed to complete Dorothy, Scarecrow, Tinman and Lion’s quests were found within each one of them. Mystery Schools have always taught their students that one must rely on oneself to obtain salvation.  Throughout the story Dorothy’s dog Toto represents her “inner voice”; her intuition. Here’s a description of Toto taken from the Theosophical Society’s website:

“Toto represents the inner, intuitive, instinctual, most animal-like part of us. Throughout the movie, Dorothy has conversations with Toto, or her inner intuitive self. The lesson here is to listen to the Toto within. In this movie, Toto was never wrong. When he barks at the scarecrow, Dorothy tries to ignore him: “Don’t be silly, Toto. Scarecrows don’t talk.” But scarecrows do talk in Oz. Toto also barks at the little man behind the curtain. It is he who realizes the Wizard is a fraud. At the Gale Farm and again at the castle, the Witch tries to put Toto into a basket. What is shadow will try to block or contain the intuitive. In both cases, Toto jumps out of the basket and escapes. Our intuitive voice can be ignored, but not contained.
  In the last scene, Toto chases after a cat, causing Dorothy to chase after him and hence miss her balloon ride. This is what leads to Dorothy’s ultimate transformation, to the discovery of her inner powers. The balloon ride is representative of traditional religion, with a skinny-legged wizard promising a trip to the Divine. Toto was right to force Dorothy out of the balloon, otherwise she might never have found her magic. This is a call for us to listen to our intuition, our gut feelings, those momentary bits of imagination that appear seemingly out of nowhere.”