Kangaroo
A young female kangaroo who has lost her mittens and is crying beside the road to Fuddlecumjig.
First named in The Emerald City of Oz, ch. 12
Just then, as they rode along the pretty green lane toward Fuddlecumjig, they espied a kangaroo sitting by the roadside.
As the books describe them
The poor animal had its face covered with both its front paws and was crying so bitterly that the tears coursed down its cheeks in two tiny streams The Emerald City of Oz, ch. 12