Wash the orange well, then use a vegetable peeler to zest the orange into large strips (avoid the pith and reserve the flesh and juice for another purpose). Blanch the strips in boiling water for 30 seconds, strain in a colander, rinse briefly with cool water and gently wring dry.
Place the strips in a blender, add the bottle of vinegar (reserve the bottle) and blend for 20 to 30 seconds. Pour the mixture into a wide-mouthed glass jar with a screw-top lid and place the jar somewhere dark and cool for 4 days.
After 4 days, place a large funnel into the reserved vinegar bottle, line the funnel with a coffee filter and slowly pour the mixture from the jar to the bottle. Cap the bottle and place in the refrigerator. Vinegar will keep for months.