Says who? Wizard of Oz is a drk comedy with a tragically misunderstood heroine, the Wicked Witch of the West. Dorothy is, at best, a pathetic dupe, a pawn in Glinda’s lust for power and glory. At worst she’s a hit man. Woman. Chick.
Land in Waterworld
Whatever was in the briefcase in Ronin.
This is another one where the protagonists aren’t really pursuing the object; they already have it. In fact, they’re desperately trying to get rid of it.
The Maguffin in Finnegan’s Maguffin.
The stolen soul gem of one of the Lords of Chaos, in The Chaos Gate Trilogy.
The Signata in The Stone and the Maiden.
The Harp in The Harp of Imach Thyssel.
Moira in The Wizardry Quested.
The Ra’ira, in The Gandalaran Cycle.
Radioactive crystals.
Deep-Ocean Heavy water.
The Meteor Metal, recovered from a Volcano.
Combine them to power the M.A.S.S. Device, & conquer the World!
MWA-HA-HA-HA-HAAAA!
In the same vein as my earlier post, one could gather the Ion Corelator, the Hydromaster, & the Laser Core, to assemble the Weather Dominator & bla-bla-bla.
Voldemort’s remaining horcruxes, all through books 6 and 7.
The Pink Panther Diamond
Something in/on Orion’s Belt/Bell - something like that, the voice was very faint before the alien expired.
And that Light of Zartha in the sequel.
The point there is to remove Cobra Commander from any leadership position. Also Serpentor. If Cobra is to be victorious, either Destro and the Baroness or Tomax & Xamot must step up to the plate.
Make that the White House.
(and hopefully the election ends on schedule this time).
The Illudium Pu-36 Explosive Space Modulator, although granted, only two people ever seemed to be trying to get or keep it at any given time.
Also, I say the One Ring counts, since a vast number of Sauron and Saurumon’s people were trying to get it, not to mention a few of the good guys such as Boromir who at least momentarily tried to get it for their own use. And of course Gollum.
Would White Castle count? 
Fast food is insufficiently elusive.
Depends on where you live, and what fast food you want. Where I live, Whataburger and Taco Cabana are truly elusive indeed.
I believe it was the question to the answer of Life, the Universe and Everything that they were seeking, because only when you know the question would the answer have any meaning.
Let us not forget the original ring–the Ring of the Nibelung.
The ruby slippers were highly coveted by the Wicked Witch of the West (why she wanted them is a mystery, since their one magical function is to magically teleport the wearer of them - something the witch can already do on her own), but nevertheless they are an object of desire.
The ring is certainly desired by Gollum, not to mention this guy by the name of Sauron - bit player in the saga, barely appears onstage ever in the story - and the ringwraiths.
None of them are heroic characters, but they certainly are protagonists - i.e., they want something and that want drives the plot along.