In the Wizard of OZ movie, Dorothy sets off on the yellow brick road to find the Wizard of OZ.
She came to a crossroad, and didn't know which way to go.
She meets the Scarecrow, and he had no idea which way to go either.
They randomly decided to turn left while they were dancing.
It seemed to me that they had no reason to go that way.
Why did they go that way?

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    Why not go that way? – phantom42 Feb 26 '15 at 2:47
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    Well, it was either one or the other. It's too bad they didn't go the other way, actually. There was some really crazy stuff that way, would have made for an even better story. Ah well. – Misha R Feb 26 '15 at 7:48
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    @MishaRosnach yeah The Emerald City was to the left and Cocaine City was to the right if I'm not mistaken... – Daft Feb 26 '15 at 9:48

Based on what the Scarecrow says, both northerly paths seem to lead to the Emerald City, presumably splitting around an immovable object (such as the hills we see in the distance) and rejoining farther down the road :

Scarecrow : Pardon me. That way is a very nice way.

Dorothy : Who said that?......Don't be silly, Toto. Scarecrows don't talk.

Scarecrow : It's pleasant down that way, too.

Dorothy : That's funny. Wasn't he pointing the other way?

Scarecrow : Of course, people do go both ways!

If you pay close attention, the Scarecrow doesn't actually say that he doesn't know which route/s lead to the Emerald City, simply that he can't make up his mind which is the most pleasant.

Dorothy : Are you doing that on purpose, or can't you make up your mind?

Scarecrow : That's the trouble. I can't make up my mind. I haven't got a brain, only straw.

For completeness, I should note that in the source novel, there's no split in the road which obviously makes the choice somewhat easier :

"That is true," said the Scarecrow. "You see," he continued confidentially, "I don't mind my legs and arms and body being stuffed, because I cannot get hurt. If anyone treads on my toes or sticks a pin into me, it doesn't matter, for I can't feel it. But I do not want people to call me a fool, and if my head stays stuffed with straw instead of with brains, as yours is, how am I ever to know anything?"

"I understand how you feel," said the little girl, who was truly sorry for him. "If you will come with me I'll ask Oz to do all he can for you."

"Thank you," he answered gratefully.

They walked back to the road. Dorothy helped him over the fence, and they started along the path of yellow brick for the Emerald City.

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