The country they are in is Oz. The settings for the individual sections are as followed:
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The book and the stage versions of 'Wicked' take place before the events in 'The Wizard of Oz'. 'The Wizard of Oz' tells the story of how Dorothy Gale makes a round trip visit, from Kansas to Oz and back. In the process, she accidentally kills the Wicked Witches of the East and of the West. 'Wicked' tells how the Wicked Witches lead their lives up to the death of Nessarose Thropp of the East and the faked death of Elphaba Thropp of the West. 'The Wizard of Oz' is set in Kansas and in the beautiful, enchanted, magical lands of Oz. 'Wicked' is set in the lands of Oz that turn out not to be so beautiful, enchanted and magical.
The beginning of the musical 'Wicked' is set in the Castle of Elphaba Thropp, the Wicked Witch of the West. Glinda the Good Witch descends in a balloon and confirms Elphaba's fatal melting from having a bucket of water thrown on her. That opening setting differs from the beginning of the novel 'Wicked: The Life and Times of the Wicked Witch of the West'. The novel begins with Elphaba's birth and family life in Munchkinland.
The first act begins in the lands of Oz. Everyone thinks that Elphaba Thropp, the Wicked Witch of the West, is finally dead. Then the play goes into flashback, to the birthing room of Elphaba. Viewers watch her grow up, as the daughter of the Governor of Munchkinland. She becomes a student at Shiz University, where she rooms with Galinda Uplander, who becomes Glinda the Good in The Wizard of Oz. At the same time, she pursues her passion for the rights and well-being of animals. For one of her professors is Dr. Dillamond, a goat who talks and therefore is classified as an Animal, as opposed to animals, which don't have the power of speech. And she goes to a ballroomdance that's organized by Prince Fiyero of Winkieland. Back in the University's history classroom, Elphaba decides to save a caged lion cub. For Animals become non-speaking animals when they're caged. She and Fiyero release the cub, in the woods, to become the subsequent Cowardly Lion of The Wizard of Oz. During the ensuing rainstorm, Elphaba shelters under a bridge, where University Headmistress Madame Morrible finds her, and tells her to take the train to the Emerald City for an audience with the Wizard. In the Emerald Palace, Elphaba becomes personal assistant to the Wizard. In his lab, through the ancient Grimmerie book of spells, she turns Chistery and the other caged simians into the Winged Monkeys of The Wizard of Oz. To her Horror, the Wizard uses them as spies. Elphaba escapes to the tallest tower, only to hear herself branded a Wicked Witch by Madame Morrible, press secretary to the Wizard. She then heads for the sky on her broomstick. The second act begins with a press conference, to announce the engagement of Glinda and Fiyero. Meanwhile, Elphaba shows up at the Munchkinland residence, from which her sister Nessarose rules as Governor, and as the Wicked Witch of the East in The Wizard of Oz. Nessarose is jealous of her servant Boq's love for Glinda, and makes his heart shrink. To save Boq, Elphaba turns him into the Tin Woodman of The Wizard of Oz. Elphaba then goes to the Wizard's palace, to free the Winged Monkeys. In leaving, she meets Fiyero, with whom she runs away to the forest. Meanwhile, a heartbroken Glinda persuades Madame Morrible to conjure up a cyclone, to endanger the wheelchair-bound Nessarose and thereby lure dutiful sister Elphaba back. The cyclone brings Dorothy Gale's house all the way from Kansas, to land on top of and kill Nessarose. Glinda gives Nessarose's Ruby Slippers, which were a gift from Elphaba, to Dorothy. Elphaba tried to get the shoes back, and is about to be taken away by the Palace guard when Fiyero creates a diversion, to allow her to escape. Fiyero is taken to a nearby cornfield to be tortured by the guards. But he's turned into the Scarecrow of the Wizard of Oz, because of a spell cast by Elphaba from one of his castles. The Cowardly Lion and the Tin Woodman organize a witch hunt against Elphaba, whom they mistakenly see as the caster of evil spells. Glinda realizes that Madame Morrible is behind this, and goes to Fiyero's castle to get Elphaba to let Dorothy go. Instead, Dorothy throws water on Elphaba, and Glinda leaves with the ancient Grimmerie book of spells that Elphaba gives her before apparently melting. Glinda orders the Wizard, who is Elphaba's real father, to leave Oz in a balloon, and Madame Morrible to be imprisoned. She then descends in her bubble, to announce Elphaba's death. Meanwhile, Fiyero the Scarecrow opens a trap door, from which Elphaba emerges. The two leave Oz, in the hands of Glinda the Good.
The girls are in their dormitory at Shiz University, while singing 'What is this feeling'.
Hope this helps.
The book 'Wicked: The Life and Times of the Wicked Witch of the West' came out in 1995. 'Wicked: the musical' (only the best musical ever) came out in 2003.
Wicked the musical did not open until October 30th, 2003.
Böse is a literal German translation of the musical title 'Wicked'.
Wicked the musical Premiered on Broadway October 30th, 2003!
Wicked is playing at the Gershwin Theater.