ST. LOUIS (AP) _ Stephen Cox is off to see the Munchkins, the wonderful Munchkins of Oz. But he has no Yellow Brick Road to follow in his search for the little people who greeted Dorothy in the 1939 film ''The Wizard of Oz.''

''It may not be easy to find some of them,'' said the writer. ''I know there are some still living, but they've sort of fallen into the woodwork.''

Cox is writing a book about the little people who sang and danced with the young Judy Garland in the musical based on L. Frank Baum's magical tale of good and bad witches, a bumbling wizard and Dorothy's lovable friends, the Scarecrow, Tin Man and Cowardly Lion.

Cox's book, ''Oz Remembered: Memoirs of the Munchkins,'' will be published by E.P. Dutton of New York and released next year to coincide with the 50th anniversary of the MGM movie classic.

''There are hundreds of thousands of people out there who are fascinated by the Munchkins,'' said Jeanne Martinet, a Dutton editor.

So far, Cox has located about 30 of the 124 people who played Munchkinland villagers and soldiers. He has spent days poring over telephone directories and making calls with not much to go on but old address books and faded sign- in sheets from long-ago lunches on the movie's set.

''I figure it's about time to give them some credit,'' Cox said, adding that the movie credits gave them little mention. ''All it said was 'The Singer Midgets as the Munchkins.' Their scene lasts about 10 minutes, but I think it's the most enchanting part of the whole movie.''

For Margaret Pellegrini, being a Munchkin meant a chance to meet movie stars and other people of her size.

She was 16 when the movie was made and is nearing 70 now, she said recently from her home in Glendale, Ariz. ''Meeting up with all the little people, because I hadn't been around very many little people - it was just a great experience.''

''I didn't think it would be so popular. Of course, I was excited about it and I was thinking, 'Oh boy, I'm going to Hollywood.'''

''A lot of the Munchkins think: A book on the Munchkins? Is that really going to sell?'' Cox said. ''They don't realize how popular they are.''

Most of the men and women who played the Munchkins were recruited by two troupes of vaudeville midgets headed by Leo Singer and Major Doyle. But many of them had never acted before and some were from Europe and didn't speak English, Cox said.

A few of them went on in show business, but most eventually settled into other jobs, he said.

Mickey Carroll of St. Louis, now 69, continued acting for a time, then returned home to the family business selling grave monuments. Parnell St. Aubin opened a tavern in Chicago called the Midget's Club and walked along the bar serving drinks. Meinhardt Raabe went on to portray Little Oscar for Oscar Mayer lunchmeats and made promotional appearances around the country.

They're all proud of their parts in ''The Wizard of Oz,'' Cox said. ''They're proud of being a part of one of the best motion pictures ever made. A new generation discovers 'The Wizard of Oz' every year.''

But for all the fond memories of working with Miss Garland and the other stars, there were problems, Cox said.

Pellegrini recalled heavy, elaborate costumes and layers of makeup. Lewis Croft of Idaho Falls, Idaho, remembered how it smarted when the plastic ''skin'' that made the men look bald was ripped off like a piece of tape at the end of each day.

Cox said he has heard a story about one Munchkin - an actor nicknamed ''The Count'' and well-known for his drinking - who visited the bathroom one day and wound up falling into the toilet and being stuck there for 45 minutes.

''Some of the little people are telling tall tales,'' he said. ''But some of it's good for legends.''