Since we've already covered some of the major differences between Oz and other fairylands, what about between fairylands and the Great Outside World?  The early Oz books seemed to suggest that magic wouldn't work in civilized countries. Dorothy's Silver Shoes fall from her feet at the end of the first book, and Glinda indicates in Ozma of Oz that the same thing would happen with the Magic Belt, and possibly Tik-Tok as well. But in Road, we're introduced to the Love Magnet, which appears to be equally effective in the United States, the fairy countries surrounding Oz, and Oz itself. Perhaps it's no coincidence that Road is also partially a crossover with some of Baum's other fantasy work, some of which made the dividing line between magical and non-magical countries much more vague. In John Dough and the Cherub, for instance, a gingerbread man is brought to life by an Arabian elixir in an American city, and the elixir's original owner uses magic powders provided to him by a witch (presumably still in the United States) to chase after John Dough. Baum's American Fairy Tales also has magic and magicians working in the States, and while these stories were never officially tied in with Oz or its borderlands, the presence of Ryls and Knooks in both suggests some likely connection. Ruth Plumly Thompson continued and expanded the trend of magic working in civilized lands as well, although she still subscribes to the idea that there's some difference between fairylands and ordinary countries. In Gnome King, Ozma transports Polacky the Plunderer's gold to Philadelphia with Peter Brown, but only the two sacks of "real" gold (presumably meaning gold that came from the Outside World) survive the trip.  Yet, in Jack Pumpkinhead, it's revealed that one of the sacks is magical , as is the one remaining coin in it. There's no clear indication as to whether the sack's magic would be effective in the States, but the coin's definitely is.
In the earlier drafts of John R. Neill's first Oz book, Wonder City, he described a fairy society in the mountains of northwestern New Jersey (where he himself lived). While most of the details didn't make it to the published version, he still had Jenny Jump (a resident of the mountains that bear her name) granted fairy powers by her leprechaun godfather. Pretty appropriate for today, huh? Considering that Jenny is described as having red hair and green eyes, Neill might well have thought of her as being of Irish ancestry (as was Neill himself). While never officially confirmed, I think there's a decent chance that the Wizard of Oz is at least part Irish as well.
 Actually, Baum's use of the term "Great Outside World" could be a bit ambiguous, as it sometimes referred to anywhere outside of Oz, and other times just to the civilized, non-fairy countries. Still, I much prefer it to Thompson's usage of "real world."  It's possible that this was intended to tie in to the statement that Dorothy never brought any gold or jewels back from Oz after her first few visits, even though one emerald might well have paid off the mortgage on Uncle Henry's farm.  In fact, it's a Grab Bag, which grabs enemies and keeps them trapped until they're shaken out. From what little I know of Dungeons & Dragons, it sounds like a Bag of Holding is fairly similar.