When the Wizard of Oz appears in a book, it’s likely that he’ll be carrying his black bag of magic tools. As with some other aspects of the series, however, L. Frank Baum didn’t actually introduce the bag until close to the end of his run. I believe the first mention is in Rinkitink in Oz, in which we’re told, “The Wizard carried a little black bag containing his tools of wizardry.”
As far as I remember, though, he doesn’t use any of these tools during the course of the story. In Lost Princess, the bag is among the items that Ugu the Shoemaker steals, but again I don’t recall anyone using the specific items. It isn’t until Magic that we actually see a significant amount of its contents: a silver and gold dish, several packets of powder, a gold basin, a crystal vial of yellow liquid, a silver pistol and a tiny black ball that he fires from it, a small axe that can chop on command, a tiny saw that also works based on spoken verse, and some pincers that can grow and shrink in size.
The bag makes frequent appearances after this, although many items that the Wizard uses aren’t specifically mentioned as being kept in the bag.
Some of the devices that are include a skeropythrope, tools that the magician uses to remove a pane of glass (the exact nature of these tools is not described), a magic rod that the little man uses to move a rock (not a staff as I had previously stated), and the dunce-cap-shaped extractor that he uses to lobotomize Jenny Jump.
Although Rinkitink appears to be the first specific mention of the black bag, Dorothy and the Wizard gives Oscar Diggs a satchel that’s quite similar. This could be the precursor to the black bag, if not the bag itself. Since the Wizard has no real magic at this point, the items in it are more mundane, but still handy. During the course of the book, we find that the contents include sticking-plaster, two revolvers, a small telescope, and a spool of wire. Also, in Scarecrow, the Wicked Witch Blinkie carries a black bag containing some of her magic. The Wizard of the MGM movie also has a black bag that contains the trinkets he gives to Dorothy’s friends, but it’s a sack rather than a satchel.