Zest the orange first, setting the zest aside, then cutting the orange for the juice.
Half of a large orange usually provides 1/4 cup juice.
Juice the other half of the orange should you need more to yield 1/4 cup.
After rinsing the cranberries, set 1/2 cup cranberries aside; stir these in at the end for extra texture.
In a medium saucepan, over medium heat, combine the remaining cranberries, water, orange juice and brown sugar.
Stir occasionally as the mixture comes to a simmer.
Once simmering, reduce heat to low-medium.
While stirring occasionally, continue to cook until liquid has reduced and cranberries have burst and thickened; about 10 more minutes.
Remove from heat and stir in 1/2 cup reserved cranberries, orange zest and vanilla extract.
Sauce will continue to thicken as it cools.
Sauce is excellent served warm or at room temperature.
Cover and store leftovers in the refrigerator for up to 5 days.