The episodes will wrap up Winfrey's 25th and final season on air and are expected to be broadcast in 145 countries.
Taping of Oprah Winfrey's afternoon show at the Sydney Opera House was briefly suspended when Australian actor Hugh Jackman injured himself during a stunt.
Jackman, who portrays Wolverine in the X-Men movie series, crashed into a light as he zipped down on a flying fox from the top of the Opera House sails.
Winfrey also welcomed Nicole Kidman and Keith Urban , U2 frontman Bono, Olivia Newton-John to the stage for interview.
Russell Crowe then joined Jackman, Urban, Kidman and Newton-John on stage, closing the show in spectacular style with a rendition of I Still Call Australia Home backed by the Gondwana children's choir as a massive Australian flag moved over the crowd.
Meanwhile, Winfrey showed she was still in a giving mood by announcing she would be giving diamond necklaces to all 6,000 members of her audience, prompting hysterical scenes.
Earlier, Winfrey told a press conference she had been promised a trip to Australia for her 50th birthday by her partner, Stedman Graham.
"Australia was an ultimate destination for me, I always wanted to come to the country," she said.
She says one of the things that has surprised her most about Australia is the people, which she referred to as the "open face of Australia".
As well as Sydney, Winfrey and her entourage have criss-crossed Australia, visiting iconic tourist sites including the Great Barrier Reef, Uluru and Byron Bay.
The federal and NSW governments spent $4 million to lure Winfrey and her show to Australia in the hope of boosting the flailing tourism industry.
Meanwhile, Tourism Minister Martin Ferguson has defended the use of taxpayers' money to help stage The Oprah Winfrey Show in Australia.
A "small investment" of $4 million to $5 million by the Federal and several state governments is money well spent, according to Mr Ferguson.