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The episode "The Man Behind the Curtain" makes reference to two separate characters from The Wizard of Oz story: Henry Gale, Dorothy's uncle in the film adaptation; and the Wizard of Oz himself, who, despite intimidating the citizens of Oz, Dorothy, and her band of friends, proves only to be "Professor Marvel", a traveling psychic from Kansas (he is both well-meaning and a fraud).
HENRY GALE: Uncle Henry is Dorothy's uncle in The Wizard of Oz books by L. Frank Baum (with the added surname of "Gale" in MGM's popular 1939 film adaptation). As noted in the Wikipedia page for this character, Baum's book Ozma of Oz, Uncle Henry travels to Australia with Dorothy, "but during this trip [...] Dorothy was lost again during a storm, and for several weeks a despondent Henry believed she had drowned, until she suddenly returned again, courtesy of the Nome King's Magic Belt." In Baum's book, The Emerald City of Oz, Uncle Henry goes to live in Oz as permanent guests of Princess Ozma, and Wikipedia explains, "Henry was given the job of being Keeper of the Jewels in Ozma's treasure hoard for the purpose of keeping him occupied" and that he "accepts his new life and home with surprising ease." Further, Wikipedia states that in Baum's Glinda of Oz, Henry Gale is "one of Ozma's closest advisers".
THE WIZARD: The name of the episode in which Benjamin Linus claims to be a Hot Air Balloonist named "Henry Gale" is titled "The Man Behind the Curtain". This term is commonly used as a pop culture reference to the character of the Wizard in MGM's film The Wizard of Oz to denote someone who controls a large operation from behind the scenes--or "behind the curtain"--but does not wield any special power besides circumstance and ingenuity. Professor Marvel (who becomes known as "The Wizard") crashes in the land of Oz in a hot air balloon, as does the Lost character of Henry Gale (whom Benjamin Linus pretends to be).