I could agree that the story "The Wizard of Oz" does contain some Gothic elements. For example, there is the theme of confinement. Dorothy feels trapped within the confines of normalcy. She longs to escape and see something greater than the world she knows. Still, I wouldn't say that this would qualify the story as a Gothic tale.
Remember, Gothic tales are filled with terror and nightmarish incidents. Gothic stories are very dark and in most cases deal with the supernatural. Things like ghosts, vampires and demons are common. Additionally, Gothic settings are often medieval. While the Dorothy character is the typical "damsel in distress", the story lacks the spooky background or supernatural characters that would help it to fit into the Gothic genre.