Combine orange juice, lime juice, olive oil, cilantro, garlic, orange zest, lime zest, oregano, salt, pepper, cumin, and bay leaves in a large resealable bag. Add chicken thighs, coat with marinade, squeeze out excess air, and seal the bag. Marinate in the refrigerator for at least 6 hours or overnight. Flip the bag over occasionally and rub over chicken thighs to evenly distribute marinade.
Place chicken and marinade in a slow cooker. Cook on Low until chicken is no longer pink at the bone and the juices run clear, 4 to 5 hours. An instant-read thermometer inserted near the bone should read 165 degrees F (74 degrees C).