‘SNL’: ‘Wizard of Oz’ Sketch About Mad Munchkins Is Wicked Funny There’s no place like home but sometimes it has unexpected shortcomings of its own. That was the lesson learned by the still-concussed Dorothy Gale (Kate McKinnon) in the black-and-white “alternate ending” to The Wizard of Oz, the celluloid artifact that was spotlighted tonight on an Saturday Night Live sketch. McKinnon’s Dorothy is back in her bed Kansas with her head spinning and trying to set out her memories of the fantastical realm that she visited on the far side of the rainbow. Just like the familiar version of the MGM classic, Dorothy tells the farmhands that they were there in her dream as Scarecrow, the Tin Woodsman, and the Cowardly Lion. The scene veers, however, when Doctor Pickens (Will Ferrell, walking on his knees) asks if he was in the dream.