However, though I have to check, I do believe the wizard gets back to oz at some point in the books. I dont think it was by tornado or balloon but I could be wrong
He returned to the circus, but during another ascension came down in a crack in the earth caused by an earthquake. He eventually landed in the Land of the Mangaboos where he was reunited with Dorothy Gale and met her cousin, Zeb Hugson. After demonstrating his power by producing Nine Tiny Piglets, the Wizard was challenged by Gwig, the local sorcerer, and Oz sliced the Mangaboo in half. The Mangaboos forced the companions to leave their country, so the travelers journeyed through the Valley of Voe, the Land of Naught, and a den of Dragonettes before reaching a dead end. From there, Dorothy signalled Ozma, who transported the entire party to the Emerald City. The Wizard took up residence in his old rooms behind the Throne Room, and Ozma invited the little old man to remain in Oz permanently. (Dorothy and the Wizard in Oz)