Orange bitters are made from the rinds of unripe sour oranges steeped in alcohol (usually gin) without adding sugar.
This is the second most popular kind of herbal bitters at the bar, second to Angostura bitters, but can be hard to find.
One of the few sources for Orange Bitters is Fee Brothers in New York. See the link to their web site (under More information) for contact details.
Alternatively, you can make it yourself.