1. Warm oil in a heavy medium skillet over medium-low heat. Stir in onion; sprinkle with salt and pepper. Cover and cook, stirring occasionally, for 15 minutes. Remove lid and cook, stirring occasionally, until onion is deep golden brown, about 15 minutes longer. Transfer to a bowl and cool completely.
2. In a large bowl, whisk goat cheese, mayonnaise, sour cream, cream cheese and vinegar until smooth. Stir in onion and season with pepper. Cover and refrigerate for 24 hours to allow flavors to develop. Serve dip chilled or at room temperature with crudités.