I have orange and/or lemon oil on hand at all times because I don't always have fresh citrus available for zest when I'm baking. These oils are different than extracts in that they contain no alcohol. They are cold-pressed from the rinds of the fruit and are very concentrated. You can order it online here.
Be advised, a little goes a long way! I use it for cranberry orange bread, pumpkin cream cheese bread, and cinnamon orange pecans, among other things. It's great to have on hand if you bake a lot because it keeps in the refrigerator for a very long time.