My copy of the the Sobels’ Pictorial History of Vaudeville features the above right picture, and informs us it is Charles Daly and Dan Healy in the Montgomery and Stone parts (roughly) in a road company version of the original stage production of The Wizard of Oz. (We say roughly because Montgomery and Stone were Scarecrow and Tin Man; here, the latter has been replaced by what appears to be Jack Pumpkinhead). Of Daly, I have turned up nothing, but a few things are known about Healy.
Dan Healy was born in Rochester in 1888, then moved to Boston at some point, where he became a professional entertainer in vaudeville. He was known as a tap dancer, and later became a choreographer as well. His first Broadway show was A World of Pleasure (1915-16). Service in World War One followed. He returned to the stage in Irving Berlin’s patriotic show Yip Yip Yaphank (1918). Nine more Broadway turns followed, notably the Ziegfeld Follies of 1927, Good Boy (1928-29) and This is the Army (1942). He also appeared in three films: Glorifying the American Girl (1929), The Laughing Lady (1929), and a 1931 short called The Unfair Sex. Mayor Jimmy Walker nicknamed him “The Night Mayor of Broadway”. He was also known as Broadway’s Boy.
In 1939, Healy married stage and screen star Helen Kane, whom he’d appeared in shows with over the years. Healy was 16 years her senior. The pair opened a nightclub on 52nd street, but it only lasted a year. They then retired to Jackson Heights in Queens where they lived out their days. Healy opened a new joint called Healy’s Grill on 66th Street and Columbus. In 1958 the pair appeared on television for an episode of This is Your Life devoted to Kane. The couple remained married until her passing in 1966. Healy died three years later.
To find out more about vaudeville and stars like Dan Healy, consult No Applause, Just Throw Money: The Book That Made Vaudeville Famous, available at Amazon, Barnes and Noble, and wherever nutty books are sold.
(Travalanche) 
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