We predict the existence of surface waves in layered superconductors in the THz frequency range, below the Josephson plasma frequency omega J. This wave propagates along the vacuum-superconductor interface and dampens in both transverse directions out of the surface (i.e., towards the superconductor and towards the vacuum). This is the first prediction of propagating surface waves in any superconductor. These predicted surface Josephson plasma waves are important for different phenomena, including the complete suppression of the specular reflection from a sample (Wood's anomalies) and a huge enhancement of the wave absorption (which can be used as a THz detector).