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Before the Curse
Dorothy Gale is brought to Oz by a cyclone. ("Kansas")
In the Enchanted Forest, upon giving birth to a baby girl, Cora brings the child, in a basket, out to the woods where she abandons her so she may give herself her best chance at life. Once doing so, a cyclone swoops in and carries the baby girl away to a new realm. ("Bleeding Through")
The baby is brought to the realm of Oz where she is found by a couple who name her Zelena. Her adoptive father, however, is uneased when seeing his new daughter display magical powers. ("It's Not Easy Being Green")
Zelena grows up and, due to her magical abilities, becomes apart of the sisterhood of witches of Oz, and starts to rule over the West. However, a cyclone swoops in and drops off Dorothy Gale, who turns out to be Zelena's potential undoing. ("Kansas")
After the Second Curse
Everyone goes through the cyclone.
Needing to find Emma after she'd become the Dark One, Regina enlists Zelena's help to create a cyclone which could take them to the Enchanted Forest. By using the Apprentice's Wand, Zelena is successful in opening a portal to Oz, with intentions of leaving Storybrooke forever, but Regina manages to cuff her, removing her magic. Later in the diner, Regina harnesses the wand, redirecting the cyclone to take them to whichever realm that Emma is in. ("The Dark Swan")
After the Third Curse
Regina send Zelena back to the Oz.