Continuity mistake: When Dorothy finds the small green glass ornament, she shouts "Oz!", and the Scarecrow appears. In the shot when Dorothy calls "Oz", there are two large ornaments to the right side of the counter. Then when it cuts and the scarecrow "appears", the ornaments have now moved a few feet away, so that the Scarecrow can comfortably "appear." (01:23:55)
Continuity mistake: When Dorothy unties the red key from Mombi's wrist, while she is asleep, Mombi then snores and rolls over, and the red key lays on the bed. The position of the black ribbons attached to the key repeatedly changes between subsequent shots. (00:51:20)
Continuity mistake: After Ozma unstraps Dorothy from the pedestal, they run from the room, leaving both of the double swing-doors wide open. In the next shot of Dorothy and Ozma running down the hallway though, the left door is closed. (00:18:40)
Continuity mistake: When Dorothy and Billina are in the crate surrounded by water, then water begins to soak up, so that it gets very shallow. In the next shot over Dorothy's shoulder the water is suddenly more deep and rippling again. Also, the sand, once it dries up, goes from damp to drier.
Answer: She was in the human world so she was in disguise.