When I was young, I started collecting the Grace Harlowe series of books. For comparison, the first OZ book was published in 1900 - the first Grace Harlowe book in 1907.
The series starts with Grace’s first year in High School and follows Grace and her friends through as they do homework and solve crime all the way through college, Grace’s years working as a college housemother, and her eventual marriage to her high school sweetheart. When the Great War breaks out, Grace and her girlfriends follow their husbands to France in various professional capacities. Grace becomes an ambulance driver. Upon their return, they form a club of sorts, called the Overland Riders, who dash about the nascent National Park systems having adventures (and solving crime, natch).
Throughout the series Grace is described as a natural leader and, while not officially a scout of any sort, an eager participant in all sorts of sports (including basketball!) and wilderness activities.
The reason I’m mentioning all this is that the Grace Harlowe books exist as a counterpoint to the Boys Own Adventure style of books which were popular with young men at the time. But the main thing is - there were lots of these series aimed at girls. In the back of the books, there’s always advertisements for other book series. Series aimed specifically at girls included The Moving Picture Girls (there’s a separate Moving Picture Boys series), The Automobile Girls, The Campfire Girls, The Outdoor Girls.
Many of these books were written by the Stratemeyer Sydicate which would go on to publish the Bobbsey Twins, the Hardy Boys and Nancy Drew (the ultimate adventure girl!) By today’s standards they’re hopelessly outdated but also at times surprisingly advanced. Grace, even while she’s serving in France, makes a point of insisting that ladies should not be allowed to vote - it’s a very odd statement from a lady ambulance driver. Even though the language of the books ultimately reinforce the ideals of American middle class privilege, they consistently push the boundaries of acceptable female behavior. There was a clearly a huge market for these stories and an audience that was redefining what it meant to be a modern American women.
Anway, Dorothy Gale - she does seem to have beaten Grace and the rest by a couple years but her contemporaries were have adventures that were even more astonishing compared to the books their mothers would have grown up with.
All of these books are available at Project Gutenberg and in Kindle editions, for the interested.