There have been some possibly intentional parallels to The Wonderful Wizard of Oz, along with references to other tales and fairy tales (Fairy tales - Masterpost).





MARY AS DOROTHY



In The Wonderful Wizard of Oz, Dorothy has been taken away from her family and she wants to be reunited with them.

In Sherlock, Mary might have lost her family and there might be ongoing issues with it, as Magnussen sends her a telegram at the wedding referring to it:

SHERLOCK (READING): “Wish your family could have seen this.”



Then it is enlightened again how a family was what she desires:

VIVIAN: That’s all you wanted too, wasn’t it? A family? Home?





In The Wonderful Wizard of Oz, Dorothy’s house with Dorothy inside fell onto a witch and killed it.

In an interview, Amanda declared that Mary “fell into being an assassin”:

AMANDA: Mary didn’t choose to be an assassin. She fell into it.









In The Wonderful Wizard of Oz, Dorothy has silver slippers.



In Sherlock (as @just-sort-of-happened​ pointed out here) that Mary has some weird white/grey clowny shoes both in The Empty Hearse and The Last Vow.







In The Wonderful Wizard of Oz, Dorothy gets kissed in the forehead by the Good Witch of the North.

In Sherlock, Mary is kissed on the forehead as well.







In the OZ franchise, one of the two Dorothy’s trademark haircuts is pigtails.

In Sherlock, In Magnussen’s mind palace there is a doll with pigtails that might be associated with Mary.







In the OZ franchise, one of the two Dorothy’s trademark haircuts is blond blob.

In Sherlock, Mary wears a blond bob.









EURUS AS DOROTHY

In the 1939 Disney adaptation, Dorothy wears a white and blue dress with red shoes and has brown pigtails.





In Sherlock, little Eurus wore wears a white and blue dress with red shoes and has brown pigtails.

And so is in her imagination as the child in the airplane.





In The Wonderful Wizard of Oz, Dorothy was taken away in her flying house by a tornado, brought to a new land where she accidentally killed the Wicked Witch of the East.





Eurus has she trapped herself in a flying plane. She’s aldo tied to the East Wind, possibly metaphorically plucked by the East Wind.











THE YELLOW BRICK ROAD

In The Wonderful Wizard of Oz, Dorothy follows the yellow brick road to reach the wizard who will help her go back to her family.

Speculation: In Sherlock, Mary might have been connected with the yellow paint that is used in The Blind Baker, as there are things connecting Mary to the Chinese mafia:



Probably climbing to reach Magnussen’s office;

A secret tattoo;

Her blue dress in The Abominable Bride;

The knot on her vest;



Possibly being the assassin who killed General Shan.

In Sherlock, John also finds the yellow paint on bricks after following its trace in a railroad.







In The Six Thachers the road to the market (which is a parallel to the City of Emeralds) is composed of digital yellow bricks.





In The Wizard of Oz (1939), there is a particular shot in which Dorothy’s feet are inside a twirls of paths.

In Sherlock, Sherlock remarks, after Mary’s death:

SHERLOCK: When does the path we walk on lock around our feet?











MORIARTY, MYCROFT OR MAGNUSSEN AS THE WIZARD OF OZ

Supposing a background in which Mary has been assigned to John by Moriarty to hurt Sherlock, if Moriarty is the powerful man she met while trying to get back to her family, he would be Mary’s Wizard of Oz.



Alternatively Mycroft and Magnussen are the other two powerful man she might be involved with in relation to her family.

This might be clearer in future episodes.





DOROTHY’S FRIENDS

Dorothy has three travelling companions:

The Scarecrow;

The Tin Woodsman;

The Cowardly Lion.

First of all let’s remember that a “Friend of Dorothy” is also slang for gay men.



In The Six Thatcher, we discover that Mary was part of a group of 4 people in her past.



In modern times, Mary is brought again in a group where there are parallels to Dorothy’s party. Let’s look at this in detail in the following paragraphs.





JOHN AS THE SCARECROW



The Scarecrow thinks he is dumb while he’s actually very clever.

John is “Smarter than he looks”.

WATSON: So what’s he like? The other me, in the other place?

HOLMES: Smarter than he looks.

WATSON: Pretty damned smart, then.

HOLMES: Pretty damned smart.





The Scarecrow is afraid of fire.

John is put inside a bonfire and UMQRA might mean TORCH.





The Scarecrow is a dummy.

The dummy on the bonfire in The Empty Hearse is dress like John in the first half of The Hounds of Baskerville.

In The Last Vow, Mary refers to John as a dummy without knowing that it’s him.

MARY: It’s a dummy.







John has straw hair.

The Scarecrow is made of straw.

Probably a coincidental parallel, but in the 1939 movie the scarecrow says “Of course people go both ways” and points accordingly, which could be subtext for bisexuality.

SCARECROW: That way is a very nice way.

DOROTHY: Who said that? Don’t be silly, Toto. Scarecrows don’t talk. SCARECROW: It’s pleasant down that way, too.

DOROTHY: That’s funny. Wasn’t he pointing the other way?

SCARECROW: Of course, people do go both ways!

John is bisexual, so he goes both ways.









SHERLOCK AS THE TIN WOODSMAN

The Tin Woodsman thinks he has no emotions, while he’s actually very emotional.

Sherlock thinks he doesn’t do emotions, but he’s actually very emotional.

SHERLOCK: Always been able to keep myself distant, divorce myself from feelings. But look, you see body’s betraying me. Interesting, yes? Emotions.







The Tin Woodsman has no heart.

In his mind palace, Sherlock makes Mycroft say he doesn’t have a heart.

SHERLOCK HOLMES: There’s only a large cavity where that organ should reside.

MYCROFT HOLMES: It’s a family trait.





The Tin Woodsman needs lubricant for his joints.

Sherlock needs lube.









DAVID, LESTRADE OR SHERLOCK AS THE COWARDLY LION

At this stage, there’s more than one possibility for the Cowardly Lion.



David = The Cowardly Lion



The lion seems scary at first, then we discover he thinks he’s very coward, while in reality he’s actually brave.

Very little has been shown of David, but right now we know that at first he was cocky, then he became pretty scared of Sherlock. We might eventually see him be brave in the future.





The lion eventually becomes a the king of beasts.

David’s namesake is a biblical king.





Lestrade = The Cowardly Lion

In the 1939 movie, the Wizard tells the lion that his fear is wisdom.

WIZARD OF OZ: You are under the unfortunate delusion that simply because you run away from danger, you have no courage. You’re confusing courage with wisdom.

Sherlock says to Lestrade something to the same effect:

HOLMES: Fear is wisdom in the face of danger. It is nothing to be ashamed of.











Sherlock = The Cowardly Lion

The lion falls asleep in a field of poppies and can’t wake up.

Sherlock overdoses on drugs and can’t wake up.









REDBEARD AS TOTO

Dorothy has a dog called Toto.

In the 1939 movie a neighbour wants to put Toto down.

MISS GULCH: That dog’s a menace to the community. I'm taking him to the sheriff and make sure he's destroyed.



Sherlock’s mentions being put down in relation to his childhood dog.





Redbeard (in the form of a dog) also appears next to Eurus, who has parallels to Dorothy.







BOROUGHT MARKET AS THE CITY OF EMERALDS

Dorothy and her friends (the scarecrow, the tin woodsman, the lion and her dog) visit the City of Emerald, a city were almost everything is green.



In Sherlock, Mary, John, Sherlock, the baby and a dog, walk through Borough Market in London:

The party has a similar composition to that of The Wizard of Oz;

The background in particularly green, like The City of Emeralds’;

The road who leads to the market is a parallel to the Yellow Brick Road who leads to the Emerald City (read above);











THE WITCHES

But who are the witches?

I don’t think the parallels will go as far as to designate two witches for each alignment, but that the show will give several character some of their elements.



Moriarty, Mary, Magnussen and Vivian (and new character) could represent the wicked witches.

In His Last vow, Mary might have taken the role of The Wicked Witch of the East as the East Wind, sending Sherlock a “All just a dream” trope.

Magnussen has enslaved people which were freed by his death, like the wicked witches.

If Moriarty has a sibling, together they could be both wicked witches.

Someone in the fandom mentioned Thatcher was so hated that “Ding dong the witch is dead” (from The Wizard of Oz) was sung after her death by many.

Eurus, the East Wind, could be considered the Wicked Witch of the East.

Mrs. Hudson could be The Good Witch of the South, as there is a red and white china statues in her foyer and, in the south of Oz, red is the colour of choice and there is a country whose inhabitants are made of China.



I have a theory which identifies Mycroft and Mrs. Holmes as sorcerers (The Holmeses have sorcerer’s hats), in which the hats are possibly codes for their alignement

Following said theory they could both represent the good witches or witches from opposite sides.



If there are four Holmes siblings meant to represent the winds coming from the main cardinal directions (read The truth about Eurus by @lastcenturion), every Holmes sibling might represent one of the witches, as some of them are, in a couple of adaptations, considered sisters.







RUBY SLIPPERS

In the disney version, the silver slippers are exchanged for ruby slippers.

One of the shop signs in The Abominable Bride says Ruby.

In The Six Thatchers we get a child with red shoes.





THROUGH THE GLASS

In the movie Return To Oz (1985), Ozma is imprisoned behind a mirror, Dorothy connects their hands and frees her.

In Sherlock’s The Final Problem, Eurus seems to be imprisoned behind a glass, but the glass isn’t there and she and Sherlock can connect their hands.







AND YOU WHERE THERE

As @jenna221b​ pointed out here, there was the use of the And You Where There trope, famously used in The Wizard of Oz.





SETLOCK

Plus Louise Breadly posted some shoes that could either be a reference to the glass slippers from Cinderella, the silver slippers from The Wonderful Wizard of Oz or both.







Dorothy travels and falls asleep in a field of poppies.

A spoiler has been found by @quietlyprim according to which Mary is connected with poppies in s4 (read here).



REFERENCES

Ariane DeVere’s Sherlock Transcripts