Dorothy picks an apple from a tree and it frightens her. Toto runs to protect her. If you look closely you can see an arm appear behind the tree wave for Toto to come. Also when Toto pulls back the curtain showing the wizard, you can see that he's attached to the curtain by a wire.
I too noticed that Toto was attached to the curtain, but as a slip-up, when the wizard closed the curtain, Toto was NOT attached. Then the next scene he's attached, then Dorothy re-opens the curtain, Toto is not attached. That I would call a slip-up.
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