Place tangerines and lemon in a large, heavy-bottomed saucepan and add cold water to cover. Bring to a boil, then reduce heat and cook over medium-low heat for 45 minutes, or until the peels are tender when pierced with a fork.
Lift out the fruit, reserving the cooking water. Quarter the fruit, reserving the seeds.
Pull away the peels from the cooked fruit and slice finely. Using your fingers, pull out the membranes that separate each section of fruit.
Place seeds and membranes on a 12-inch square of double-thickness cheesecloth. Gather up the corners and tie them shut with kitchen string.
Place the cheesecloth bag, the peels, and the fruit pulp in a large mixing bowl. Scrape in the seeds from the vanilla bean and add the bean pod. Add the reserved cooking water, cover, and let stand overnight.
Place mixture in a medium, heavy-bottomed saucepan. Bring to a boil.
Add the sugar gradually, stirring with a wooden spoon, until dissolved. Reduce the heat to medium and simmer for 15 to 20 minutes, stirring frequently, until a candy thermometer reads 220ºF. (If you have not soaked the fruit overnight, you may need to cook the mixture for about 1 hour, to further soften the fruit.) If the marmalade "wrinkles," it is set.
Remove and discard cheesecloth bag. Skim off any scum. Let stand in the saucepan for 5 minutes before ladling into hot, sterilized canning jars, leaving 1/4 inch of headspace. Seal.
Process the jars in a hot water bath for 5 minutes. When thoroughly cool, label the jars. Store in a cool, dark place.