After they have discovered who the real wizard was, he was talking to scarecrow about having brains. In one scene you will see that the order is tin man, scarecrow, Dorothy, and then the lion. Then in the next scene the order changes to tin man, Dorothy, lion, and then scarecrow.
Don't you pay any attention?! It is clearly stated in the beginning of the movie that, "Some people without brains do an awful lot of talking..." Something along those lines. Anyways that is the answer to your question. If you want to talk about how stuff goes on...how is the Tin Man able to cry and feel fear and stuff without a heart? That is a more accurate question if you ask me!