Return to Oz (1985)
From IMDb synopsis: It has been six months since Dorothy (Fairuza Balk) has returned to Kansas from Oz, and she still cannot sleep. She has been going on about imaginary places and people so much that Aunt Em (Piper Laurie) takes her to see a doctor (Nicol Williamson). Dorothy escapes from the hospital, falls into a river and wakes up in Oz. She meets new friends, and they set off to rescue the Scarecrow from the evil Nome King (also played by Nicol Williamson), who has found her ruby slippers and used them to lay waste to the Emerald City and to take over Oz.
From Wikipedia: Upon awakening, Dorothy finds herself back in Oz with a now talking Billina the hen for company. The two discover the ruined Yellow Brick Road, which leads them to the Emerald City, now in ruins, missing its emeralds, and all of its citizens, including the Tin Woodman and Cowardly Lion, turned to stone. Pursued by the Wheelers, who have wheels for hands and feet, Dorothy and Billina hide in a secret room and meet a clockwork mechanical man named Tik-Tok: The Royal Army of Oz [the only member of said army].
Here's Part 1 on YouTube: http://www.youtube.com/watch?v=2MSjHzV-5SE&fea...
You recall the very creepy Wheelers.