TheatreDiva is correct in terms of the film. There are several traditional methods for the stage:
1) The MUNY rental unit (And many others), feature an "Oz" porch, which has the feet under the porch, and, at a cue, they pull back under and a piece of fabric decorated like foundation covers the spot.
2) The most common way is to have the Munchkins swarm Dorothy, and they switch shoes on her. Typically these are the shoes on the prop legs.
Does this help?
http://www.youtube.com/huskcharmer