Conversation so far:
What celebrities has Oprah Winfrey interviewed?
Winfrey hosted a rare prime-time interview with Michael Jackson, which became the fourth most-watched event in American television history.
Who else has she interviewed?
Winfrey appeared on the Late Show with David Letterman.

Question: When did she appear on the late show?
Self-contained rewrite: When did Oprah Winfrey appear on the late show?