The very fact that Dorothy lived in Oz, and had been made a Princess by her friend Ozma, prevented her from being killed or suffering any great bodily pain as long as she lived in that fairyland. She could not grow big, either, and would always remain the same little girl who had come to Oz, unless in some way she left that fairyland or was spirited away from it. But Dorothy was a mortal, nevertheless, and might possibly be destroyed, or hidden where none of her friends could ever find her. She could, for instance be cut into pieces, and the pieces, while still alive and free from pain, could be widely scattered; or she might be buried deep underground or "destroyed" in other ways by evil magicians, were she not properly protected.
(From chapter 1. Page 1404 in The Complete Stories of Oz edition)
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At some point in his Oz series, L. Frank Baum decided that no one would die in the land of Oz.
This had not been the the rule from the beginning. (The first book actually has a very high body count.) But at a certain point, L. Frank Baum decided that since he was writing for children, he wanted his Oz stories to be a happy place where no one ever has to worry about death.
However, something Dane and I frequently comment on in our reviews, is that in subsequent books, in an effort to get around his "nobody dies in Oz rule", L. Frank Baum actually makes the series more horrifying.
These lines from Chapter 1 of Glinda of Oz are a perfect example.
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