In the Leidenfrost effect, a thin layer of evaporated vapor forms between a liquid and a hot solid. The complex interactions between the solid, liquid, and vapor phases can lead to rich dynamics even in a single Leidenfrost drop. Here we investigate the self-organized oscillations of Leidenfrost drops that are excited by a constant flow of evaporated vapor beneath the drop. We show that for small Leidenfrost drops, the frequency of a recently reported "breathing mode" (Caswell, Phys. Rev. E, vol. 90, 2014, 013014) can be explained by a simple balance of gravitational and surface tension forces. For large Leidenfrost drops, azimuthal star-shaped oscillations are observed. Our previous work showed how the coupling between the rapid evaporated vapor flow and the vapor-liquid interface excites the star oscillations (Ma et al., Phys. Rev. Fluids, vol. 2, 2017, 031602).In our experiments, star-shaped oscillation modes of n = 2 to 13 are observed in different liquids, and the number of observed modes depends sensitively on the viscosity of the liquid. Here we expand on this work by directly comparing the oscillations with theoretical predictions, as well as show how the oscillations are initiated by a parametric forcing mechanism through pressure oscillations in the vapor layer. The pressure oscillations are driven by the capillary waves of a characteristic wavelength beneath the drop. These capillary waves can be generated by a large shear stress at the liquid-vapor interface due to the rapid flow of evaporated vapor. We also explore potential effects of thermal convection in the liquid. Although the measured Rayleigh number is significantly larger than the critical Rayleigh number, the frequency (wavelength) of the oscillations depends only on the capillary length of the liquid, and is independent of the drop radius and substrate temperature. Thus convection seems to play a minor role in Leidenfrost drop oscillations, which are mostly hydrodynamic in origin.