Leonardo DiCaprio ’s Appian Way, Chad A. Verdi’s Verdi Productions and Danny Strong have partnered to make “Oz,” a documentary about the making of “ The Wizard of Oz .” Tom Donahue (“Mafia Spies,” “This Changes Everything”) has been tapped to direct. “Oz,” which is currently in production, will take a behind-the-scenes look at the 1939 production that, according to the film’s description, “tested the limits of its creators,” which included director Victor Fleming and star Judy Garland. The doc