Dorothy has a little black dog called Toto. It's never actually specified in any of L. Frank Baum's stories what breed he is, but if the first book's illustrations are anything to go by, he would appear to be some kind of terrier, possibly a Cairn Terrier. Certainly, the canine actor playing Toto in the famous 1939 film version belonged to this particular breed. (Fun fact: she was paid the princely sum of $125 a week. That's just over $2,200 in today's money, and was considerably more than was paid to the actors playing the Munchkins.)
On the whole, Toto is a fairly minor character and doesn't really get to do all that much. Nevertheless, his ever-faithful presence acts as a reminder of the normal everyday world that Dorothy's been forced to leave behind. With Toto constantly by her side, Dorothy is acutely aware she's not in Kansas anymore.