Oprah holds Mary Jo's blood-soaked jacket

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Mary Jo brought along the blood-soaked jacket she was wearing the day Amy shot her.

"It's something that I've kept in a box with everything else to show that I am a real human being," Mary Jo explains. "I was really left for dead on my front stoop of my own house."

At the time of the shooting, investigators had to cut out a large piece from the coat. They were sampling DNA in the very possible event that Mary Jo had died. Doctors told her family, "We don't think she's going to make it."

Looking at her stained jacket, Mary Jo says, "I'm glad that I'm alive, because I really shouldn't be because I lost so much blood."