The phrase comes from The Wizard of Oz from 1939, where Dorothy tells Toto they are not in Kansas anymore after arriving in Oz. This soundboard version is credited to the first Gex game, where the wisecracking gecko constantly drops film and television references as jokes. That habit made short lines like this easy to lift for memes and reaction edits online. It remains popular because the reference is widely understood and the meaning is clear even in a new context, marking the exact moment normal surroundings disappear and something stranger takes over.