Exactly what I was getting at. If you're going to play in someone else's sandbox, don't bring your own toys and then leave with them, too. It makes me wonder why you came over to play in the first place.
It's been a long time since I read the five or six Oz books that I read as a kid, but a zeppelin wouldn't have been out of place in any number of them. There were all sorts of weird and strange things throughout the series that aren't in the first novel. Baum wrote 14 Oz novels and then there were a bunch of authorized novels that came out after he stopped writing.
For example, here is the Wikipedia description of Pirates in Oz, written by John R. Neill and published in 1931: "Peter returns to Oz for a third time, this time with pirates on the Nonestic Ocean (which surrounds the continent Oz is on). Meanwhile, Old Ruggedo, the Gnome King, is back. He had been hit with a Silence Stone at the end of The Gnome King of Oz, and decides to answer an advertisement for king of the Land of Menankypoo. He also encounters Pigasus the flying pig and Captain Samuel Salt and his band of pirates."
Oz is a way bigger sandbox than what most people know from The Wizard of Oz.
For those who are curious and want to dig around that sandbox, all of Baum's books at least are in the public domain and available at Project Gutenberg as well as some other places around the internet.