Baum had hoped to have a book version of the tales published, and worked to prepare the material as his health declined. However, this did not happen as he'd hoped. Reilly & Lee did publish one of the stories as a small book in the 1950's - Jaglon and the Tiger Fairies. Finally in 1969 the International Wizard of Oz Club published a book edition of the stories with new illustrations by Dick Martin - this book is available here at the club website. In 1992 Books of Wonder also published the tales, from the original magazine pages with the illustrations of Charles Livingston Bull.
I don't know if any of the original art for the Animal Fairy Tales series survives. I've recently picked up a piece of the artist's work, unidentified as far as any publication is concerned. This is a typical example of the artist's monochromatic style.