We study the largest gaps between successive zeros of a smooth stationary Gaussian process. Our main result is that, if correlations decay at least polynomially, then after suitable rescaling of the locations and sizes of the largest gaps in a growing interval, the resulting joint process converges to a Poisson point process. The main novel step in the proof is to establish an approximate splitting property, with multiplicative error, for gap events in well-separated intervals; notably we achieve this for processes with arbitrarily slow polynomial decay of correlations.