Halve lemons crosswise and remove seeds. Tie seeds in a cheesecloth bag. Quarter each lemon half and thinly slice. Combine with bag of seeds and water in a 5-quart nonreactive heavy pot and let mixture stand, covered, at room temperature 24 hours.
Bring lemon mixture to a boil over moderate heat. Reduce heat and simmer, uncovered, until reduced to 4 cups, about 45 minutes. Stir in sugar and boil over moderate heat, stirring occasionally and skimming off any foam, until a teaspoon of mixture dropped on a cold plate gels, about 15 minutes.
Ladle hot marmalade into jars, filling to within 1/4 inch of top. Wipe rims with dampened cloth and seal jars with lids.
Put jars in a water-bath canner or on a rack set in a deep pot. Add enough hot water to cover jars by 1 inch and bring to a boil. Boil jars, covered, 5 minutes and transfer with tongs to a rack. Cool jars completely.
Cooks' note: • Marmalade keeps, stored in a cool, dark place, up to 1 year.