I agree with poster thankful above. The oath ceremony requires the naturalization certificate to be prepared with your photo and name. That list of oath takers is provided ahead of time and in same-day ceremonies it takes at least an hour or two to prepare all the naturalization certificates. The only way to even potentially walk-in is if you had an oath scheduled that day already and you wanted to do it earlier in the day or later. But achieving success with a straight-up, unscheduled, walk-in oath request seems highly improbable.