In a large bowl combine orange Jell-O and boiling water.
Whisk until Jell-o is dissolved.
Add cold water and allow to chill for 15 minutes in refrigerator.
Slowly whisk in vanilla pudding mix until smooth and chill for another 15-20 minutes or until it becomes slightly thickened.
Fold in Cool Whip, mandarin oranges and marshmallows.
Chill for at least 1 hour.