Peel oranges, and cut rind into thin strips. Chop pulp, discarding seeds. Cut lemons into thin slices, discarding seeds.
Combine orange rind, chopped pulp, lemon slices, and 4 cups water in a large Dutch oven; bring to a boil. Reduce heat, and simmer 15 minutes. Remove from heat; cover and chill 8 hours or overnight.
Combine fruit mixture and sugar in a Dutch oven; bring to a boil. Reduce heat, and simmer, stirring occasionally, 1 1/2 hours or until a candy thermometer registers 215°.
Pack hot marmalade into hot sterilized jars, filling to 1/4 inch from top. Remove air bubbles; wipe jar rims. Cover at once with metal lids, and screw on bands.
Process in boiling water bath 5 minutes.