Treasure from the public domain.
Why, yes, there were OZ movies before 1939. Step back in time some 103 years to enjoy the original 1910 version of The Wonderful Wizard of Oz.
Everyone talks about creative control nowadays and authors are regularly shocked at the changes Hollywood made to their beloved novels. Oz creator L. Frank Baum took matters into his own hand and commissioned motion pictures that would capture the excitement and fantasy of his Oz novels.
(Ok, technically there was a multimedia presentation in 1908 but this is the first true Oz movie.)