I recently encountered the phrase "Follow the yellow brick road," and - probably because it was out of its The Wizard of Oz context - I realized some things about it.
First, it's sung to a scale-like phrase. It starts on a G note, ascends to C, and then goes back to G (so, in full: G A B C B A G). It goes in step-wise increments, just as Dorothy has to do as she travels on the road.
Second, the phrase returns to a G note. Since it's in G major, that's the tonic - or "home" - note. Dorothy wants to see the titular Wizard of Oz so that she can get back home, and in order to do that, she takes the Munchkins' advice and follows the Yellow Brick Road. Fittingly, the phrase to which that advice is sung leads back to the musical home of the tune. Musically, it has the same destination that Dorothy has.
