One thing that I would add to Joe L's answer regarding the books is to comment on the author Ruth Plumly Thompson, who was the most important author of additional Oz books after Baum's death. In all, she wrote 21 Oz books, and they are considered by most readers to be canon.
In general, both Baum and Thompson were engaged in the telling of fairy tales for children. They wanted to tell fun and engaging stories and they did not ever concern themselves with any worries as to whether or not the stories were fully self-consistent. This attitude is probably similar to that of the folks who work on the TV show Doctor Who.
To take the parts of the question that Joe L did not answer.
The movie The Wizard of Oz, is reasonably faithful to the general plot of the original book, saving some details that were changed as part of the adaptation:
The Good Witch of the North and Glinda were two separate characters in the book. By combining them in the movie, it made for a bigger part that would attract a better grade of actress. This change never bothered me.
In the book, there was a section at the end where Dorothy and her friends traveled to Glinda's castle in the south of Oz (Quadling country). This omission makes sense in that it did not serve any real purpose other than to get them to Glinda. Bringing her to the Emerald City worked just as well.
In the book, the entire story is real - it was not a dream or hallucination. This is important because without it, the 13 other books by Baum would make no sense. This was the one thing about the movie I always hated.
There are numerous changes to minor details - such as Dorothy's age (she was probably no more than 10 in the book), and the scene near the end where the Wizard gives the Tin Woodman, the Cowardly Lion, and the Scarecrow their rewards for killing the Wicked Witch. And, of course, the change from Silver Shoes to Ruby Slippers. None of these changes affected the overall plot or tone.
As to Oz, the Great and Powerful, while it was a fun movie, it is almost entirely fabricated out of whole cloth by the people who made it. Yes, the Wizard was a carnival magician and balloon aerialist, and he was a very clever humbug. Everything else about the movie either contradicts the books in important ways, or concerns parts of the story that were never covered in the books, and are thus, suspect.
For example, one of the interesting details about L Frank Baum, the person, is that he was a firm supporter of women's rights and personally knew some of the famous leaders of the suffragettes. If you read the books, it is clear that most of the female characters are strong, independent women. Glinda herself was a very powerful practitioner in her own right and would have never needed the help of some humbug from Kansas.
There are few clear and specific details in Baum's writing about the time when the man who became The Wizard arrives, but it's reasonably clear from details that are provided that The Wizard did engage in a great deal of deception. I would guess that he used flashy parlor tricks to convince the 4 witches that he was quite powerful so that they wouldn't try him and realize that he was actually a humbug. He also made dubious deals with shady characters. Rather than spoil them, I will recommend reading Baum's second book, The Marvelous Land of Oz.
The SyFy show Tin Man, as @Hypnosifl said in his comment, is a completely independent story. It is loosely inspired by the books, but there is nothing about it that is even remotely canon.