I have written a fic that is somewhat related to Oz, but it has much more of Narnia (and just as steeped in theology, just thought I'd warn you), and bits of Middle Earth and Lemony Snicket as well. You can find it on fanfiction.net under "C S Lewis" if you are really interested.

Unfortunately, it's only my first fic ever, and a big factor was that it was something I was dying to write. I can't say for sure that I'll write more, though it would be nice if I could come up with a good Oz story, myself.