Window Rock, Arizona, capital of Navajo nation

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On the morning of day three, Oprah and Gayle set out toward Window Rock, Arizona, the capital and spiritual heart of Navajo nation.

The area around Window Rock is home to more than 270,000 Navajo people. In the 1860s, more than 10,000 Navajo were forced from their land and marched to a desolate reservation 450 miles away. The "long walk" is a painful legacy still felt today in places like Window Rock, where unemployment is a staggering 43 percent and almost 56 percent of people live below the poverty line.

While some Navajo do not have the resources to leave this poverty-stricken area, others refuse to abandon the sacred land of their ancestors.

Oprah and Gayle traveled to Window Rock to experience a traditional Native American powwow for the very first time. "The chance to experience new things was exactly why I wanted to drive across country," Oprah says.