When Dorothy becomes appalled at the Lion's behavior and slaps him, examine her facial expression. She snuggles Toto close to her in an attempt to cover her own giggles at the Lions blubbering.

After the Wicked Witch has blown out of Munchkinland in a fiery billow, Glinda takes Dorothy by the arm and warns her never to let those Ruby Slippers off her feet for a moment. Watch closely as Glinda raises her wand and knocks it into her crown, you can even hear the 'clink' as it strikes.  

Watch closely as Dorothy, the Scarecrow, and the Tin Woodsman head down the road on their way to the Emerald City. To give the indoor set used in this sequence a more "outdoors" feel, several birds of various sizes were borrowed from the Los Angeles Zoo and allowed to roam the set.
A stork can be seen wandering around just outside the Tin Woodsman's shack while Dorothy and the Scarecrow attempt to revive him with oil.

The Hanging Man Rumor!
At the very end of this sequence, as the three main characters move down the road and away from the camera, one of the larger birds (often said to be an emu, a crane, or a stork) standing at the back of the set moves around and spreads its wings. No munchkin, no hanging -- just a big bird.  

Notice Dorothy's wavering pigtails when she encounters the Scarecrow. Her hair length varies from short to long and back again.  

Bert Lahr, the cowardly lion wore 50 pounds of genuine lion skins, lined with padding to fill out the costume.  

For it's time, The Wizard of Oz was an expensive movie. The final tally came to around $2.77 million . Most headlining feature movies, by comparison, cost around $1 million at the time. The Wizard of Oz, however, was not the costliest movie of the year: Gone with the Wind cost a whopping $4 million to make.