Wash the lemons and slice off about 1/2 - 3/4 inch from each end.
On a cutting board with a groove that can catch the juice, cut the lemons in quarters, lengthwise. Thinly slice the lemon quarters; use a good chef's knife and slice as thinly as possible. Remove and discard the seeds.
Scrape the lemon slices and all of the juice into a large saucepan.
Add the water to the lemons, and bring to a boil over medium/high heat. Boil at a steady boil, covered, for 30 minutes.
Add the sugar and bring to a boil again. Reduce the heat and let the lemons simmer steadily, uncovered, for 1 - 1 1/2 hours, until soft and sweet.
Ladle the marmalade into clean glass jars. If using immediately, keep in the refrigerator and use within 1 month.
This marmalade can also be frozen in the jars for later use. Be sure to leave 1/4 inch headspace at the top of the jars to allow for expansion in the freezer.