Conversation so far:
What celebrities has Oprah Winfrey interviewed?
In 1993, Oprah Winfrey hosted a rare prime-time interview with Michael Jackson.
Who else has Oprah Winfrey interviewed besides Michael Jackson?
On September 10, 2007, David Letterman made his first appearance on The Oprah Winfrey Show, as its season premiere was filmed in New York City.
When did Oprah Winfrey appear on the late show?
On December 1, 2005, Oprah Winfrey appeared on the Late Show with David Letterman to promote the new Broadway musical The Color Purple.
Did she appear on David Letterman's Late Show more then once?
Did she do any other high profile interviews besides Michael Jackson and David Letterman?
In an interview with Oprah Winfrey, Lance Armstrong admitted for the first time that he doped to win all seven of his Tour de France titles, after years of denial.
Did Oprah Winfrey ever interview a president after they were elected?
In May 2011, Oprah Winfrey interviewed U.S. President Barack Obama and First Lady Michelle Obama, her first-ever interview with a sitting president and First Lady.

Question: Has she ever said what her favorite celebrity interview was?
Self-contained rewrite: Has Oprah Winfrey ever said what her favorite celebrity interview was?