Watch Jon and Oprah plot the surprise.
"And if there's ever anywhere that I can ever send your audiences, please," Jon says. "There are those little casino buses. I can send them over. It will be great."
Watch Oprah surprise The Daily Show audience
Meanwhile, senior supervising producer Lisa and her team are scouting the perfect location for Oprah and Gayle to camp at Yosemite National Park. Check in on their progress.