Rinse the lemons and pat dry. Halve the lemons crosswise and juice them, reserving the juice. Using a spoon, scrape the pulp and seeds from the halves. Using a sharp knife, slice the peels 1/8 inch thick.
In a large, heavy saucepan, cover the strips with 8 cups of cold water and bring to a boil; boil for 1 minute. Drain the strips and rinse under cold running water. Blanch two more times; the final time, drain the strips but do not rinse them.
Return the strips to the saucepan. Add the reserved juice and the sugar. Simmer over moderate heat, stirring to dissolve the sugar, then skimming any foam, until the marmalade sets, about 30 minutes.
Spoon the marmalade into 5 hot 1/2-pint canning jars, leaving 1/4 inch of space at the top, and close with the lids and rings. To process, boil the jars for 15 minutes in water to cover. Let stand at room temperature for 2 days before serving.
MAKE AHEAD The processed marmalade can be stored in a cool, dark place for up to 1 year. Refrigerate after opening.