We experimentally investigate the self-sustained, star-shaped oscillations of Leidenfrost drops. The drops levitate on a cushion of evaporated vapor over a heated, curved surface. We observe modes with $n = 2-13$ lobes around the drop periphery. We find that the wavelength of the oscillations depends only on the capillary length of the liquid, and is independent of the drop radius and substrate temperature. However, the number of observed modes depends sensitively on the liquid viscosity. The dominant frequency of pressure variations in the vapor layer is approximately twice the drop oscillation frequency, consistent with a parametric forcing mechanism. Our results show that the star-shaped oscillations are driven by capillary waves of a characteristic wavelength beneath the drop, and that the waves are generated by a large shear stress at the liquid-vapor interface.