A number of Oz musicals were staged between 1902 and 1918, beginning with Baum’s own The Wizard of Oz (1902; the full book and lyrics are here). A wide variety of silent Oz films followed between 1908 and 1925. While these are largely forgotten now, they figured in discussions when MGM began work on what was to become their classic Judy Garland vehicle.
This according to Oz before the rainbow: L. Frank Baum’s The wonderful wizard of Oz on stage and screen to 1939 by Mark E. Swartz (Baltimore: Johns Hopkins University Press, 2000). Above, a poster for the 1902 production; below, the earliest known film of the story, which is thought to have been based on that stage version.