The Wizard of OZ...The first theatrical showing of the book by L. Frank Baum.... Original Premiere program from Sept 8, 1902

The Wizard of OZ was a great theatrical success. It started in Chicago in its premiere and worked its way to New York City and Broadway. It was an amazing success and played throughout 1903, till Dec 1904 on Broadway. It would open and play at the old Majestic Theater in New York. That theater was located on the Columbus Circle, not to be confused with the new Majestic that now shows Phantom of the Opera. Here is an early program from when the show first started in Chicago. It started at the Grand Opera House. Many of the routines and ideas done in this play would influence the movie in 1939. Although, it was an entirely different type of show and program than what the movie would become. In this program from Chicago you will see the play after its 14th week as a preview. It would as mentioned head to Broadway in January 1903.

Once again it was done with the blessings and nod of the author L. Frank Baum. Who incidentally wrote this play. But written to the specifications of the people in charge of the show. Perhaps one of the more rare items from this early show is its original program from Chicago where it started in its premiere. Here you can see it in its earliest form.
You can read much more about this play here http://en.wikipedia.org/wiki/The_Wizard_of_Oz_(1902_stage_play)