Sauté okra and onion in oil in a large Dutch oven until tender and lightly browned. Add next 6 ingredients; bring to a boil. Reduce heat; simmer, uncovered, 1 hour. Stir in shrimp and oysters; cook, uncovered, an additional 10 minutes. Remove and discard bay leaves.
Serve gumbo over hot cooked rice in individual bowls.