Cut the oranges and lemons in half and then into paper thin slices. I would have used a mandoline but I couldn't find the right piece so I just did it by hand. Isn't that always the way? When you need something you can't find it?
Put the sliced fruit and all of their juices into a pot. Ina calls for a stainless steel pot, mine were all occupied at the time so I used a cast iron one. Add 8 cups water and bring the mixture to a boil, stirring often. Remove from the heat and stir in the sugar until it dissolves.
Add the vanilla bean. Cover and allow to stand at room temperature overnight.
The next day, bring the mixture to a boil. Reduce the heat to low and simmer uncovered for 2 hours. Turn the heat to medium and boil gently, stirring often, for another 30 minutes. Skim off any foam. Cook the marmalade until it reaches 220 degrees on a candy thermometer.
If you want to be doubly sure that that the marmalade is ready, place a small amount on a plate and refrigerate until it is cool. If it is firm (neither too runny or too hard) it is done. It will be a golden orange color. If the marmalade is runny, continue cooking it. If it is too hard, add more water.
Pour the marmalade into clean, hot Mason jars. Wipe the rim thoroughly and seal the lids. Store in the pantry up to one year.