There is no actual element of Fantasy in this story, but I'm almost sure I read it in a collection of SF&F. I read it only about 10 years ago, but I think it is much older.
There is some very rich person who asks a detective which is, IIRC, a parody of Sam Spade, to find the authentic pair of ruby slippers that Judy Garland wears in the last scene in the country of Oz (There is no place like home, there is no place like home...) apparently because he thinks that knocking the heels will bring him to Oz, or cure his cancer, or whatever.
IIRC, there were several distinct "authentic" pairs of ruby slippers worn by Judy Garland when making the movie. "Sam Spade" finds some of them but not the one used in the final scene. He concludes that this particular pair is lost for good, or destroyed, or whatever. So no actual Fantasy can happen, since it is tied to that particular pair and not the others.
Then the rich man, or maybe some other character, asks "Sam Spade" to find the actual "Maltese Falcon" used in the movie...