Caught some of Wizard of Oz on TV last night, and I wondered: Dorothy takes the yellow brick road that spirals out of MunchkinLand … but also in that spiral is a RED brick road (making up the other half of the spiral … else you wouldn’t be able to see that the yellow was a road, rather than just a circle).
Where does the Red Brick Road lead?
Away.
New Jersey. That’s why no one goes on it.
It leads right back where it started. It takes a circle-like path.
Or it leads back to Quadling County.
Yeah, that’s New Jersey, all right. 
“It’s easy… just take the red road, second left… wait a minute, where the hell did that house come from? Cripes, now you gotta take the yellow road. We haven’t used that one in years. Goes smack through the forest with all them cranky trees, it does. Good freakin’ luck, and don’t tell them we sent you.”
I’ve always assumed it headed north. That is the direction Glinda’s bubble heads off to as she leaves.
In case it wasn’t clear, Kel’s second answer was serious:
From Wizard of Oz Lore
Same place as the Yellow Brick Road. The Emerald City is just a stop.
Goes to Rome. 
Oh come on guys. It’s one of those analogy problems. She takes a YELLOW road to a GREEN city, so…
yellow : green :: red : ______
Remember that green = yellow + blue and that purple = red + blue. Hence, she’ll end up in a city where everything is purple. Purple purple purple. The implications of this are left as an exercise to the reader.
You’re really The Grapist, aren’t you, TJ?
What I think is interesting is that the Yellow Brick road is in such good repair until you get to about a mile or so from the emerald city…and then there’s thing HUGE gap filled with poppy plants.
What? Nobody can see that big gap in the road from the emerald city? Or do they need the extra space to prop up their herion industry?
It goes to the “hanging tree.”
California or the general trans-Mississippi west? I think that once the Populists went to the Emerald City they had to SURELY go get wasted and screwed at one of those cowtowns, especially after seeing what a sham political activism was.
Hell.
I know what you’re thinking, 'cause right now I’m thinking the same thing. Actually, I’ve been thinking it ever since I got here: Why oh why didn’t I take the RED brick road?
You take the yellow road, the story ends. You wake up in your bed and you believe whatever you want to believe. You take the red road, you stay in wonderland. And, I show you how deep the rabbit hole goes.
So was the first answer. There is a story about the red brick road not leading anywhere on the set. A scene was shot where Dorothy followed the red brick road. Dorothy would just go in circles while the Munchkins sang to follow the red brick road. The scene went on for a very long time. In story someone was fired and sued over this terrible idea. This story might not be true. I will do some research tommorrow.
Ah…So OZ and Wonderland are actually the same place.
That explains so much.