L. Frank Baum's novel The Wonderful Wizard of Oz begins and ends in the state of Kansas in the United States of America. However, most of the novel takes place in the magical land of Oz.
Oz is an approximately rectangular country, with the Emerald City, its capital, in the center. To the West of the city is Munchkin Country, the the East is Winkie Country, to the South is Quadling Country, and to the North is Gillikin Country.
The first location at which Dorothy arrives in Oz is Munchkin Country (called Munchkinland in the film version). This was ruled by the Wicked Witch of the East, which is somewhat confusing since, as stated above, Munchkin Country is usually shown on maps of Oz as being in the West of Oz. There are, however, some maps in which the quadrants are reversed.
Dorothy travels along the Yellow Brick Road through Munchkin Country to the Emerald City. The Wizard then sends her to Winkie Country to kill the Wicked Witch of the West. When she has done so by throwing a bucket of water over the witch, she returns to the Emerald City. After the wizard floats away in his balloon, Dorothy goes to Quadling County to find Glinda, the Good Witch of the South, who explains how she can return home.
The locations, therefore, in chronological order, are: Kansas, Munchkin Country, the Emerald City, Winkie Country, and Quadling Country. Dorothy does not visit Gillikin Country in this book.