Whimsies are curious people who live outside the Land of Oz.
Whimsies have large strong bodies, but their heads are no bigger than doorknobs, making them unintelligent. To cover this fact, they wear big heads made of pasteboard decorated with hair made from colored sheep's wool. Their faces are painted in many ridiculous ways, according to the owner's whim.
They are ruled by the Chief of the Whimsies who is chosen because no one else is wiser or more capable.
The Whimsies are evil spirits and cannot be killed. They are known as terrible fighters because they are so strong and muscular and do not have the sense to know when they are defeated.
General Guph enlisted the aid of the Whimsies in the Nome King's attempted conquest of the Land of Oz alongside the Growleywogs and the Phanfasms. The Whimsies agreed when the General promised that the Nome King would use his Magic Belt to make their natural heads as big and fine as the fake heads they wear.
When the Whimsies and their allies invaded the Emerald City from a tunnel that is dug under the Deadly Desert, Ozma filled the tunnel with a large amount of dust. They Whimsies drank from the Forbidden Fountain and became as innocent as children, after which Princess Ozma sent them back to their homes. (The Emerald City of Oz)
In other media
One area of Oz is known as the Whimsie Woods, presumably after the Whimsies, though none are seen here. The Whimsie Woods are generic plains and paths high above Oz. (Temple Run: Oz) Whimsies were considered to make an appearance in Oz the Great and Powerful but the idea was dropped.