The Wonderful Wizard of Oz is too long to be a parable and not quite didactic enough to be an allegory. Still, the main characters (Dorothy, the Scarecrow, the Tin Woodman, and the Lion) embody traditional American values. Dorothy's is the most important one, self-reliance.
Throughout her time in Oz, Dorothy is singularly focused on getting home to Uncle Henry and Aunt Em. It's not something she knows how to do herself, so she seeks help from a variety of characters, including the good witches and the Wizard of Oz. Her goal is thwarted at seemingly every turn, but she never gives up. Whatever wrench is thrown her way, she keeps calm and carries on. Failure is not an option.
In the end, she gets back to Kansas by drawing from the power of her silver shoes, which she had from the moment she landed in Oz. "Your Silver Shoes will carry you over the desert," the Good Witch of the South tells Dorothy. "If you had known their power you could have gone back to your Aunt Em the very first day you came to this country" (23.28). Turns out Dorothy doesn't need the help of that mean old Wizard (who's a fraud anyway) to get home. She can just walk there on her own two feet.