Rinse and pick over the cranberries, discarding any leaves and stems. With a paring knife, make an X in the skin of each cranberry.
Heat the vinegar in a saucepan until just steaming. Using a funnel, add a quarter of the cranberries to a clear wine bottle, then add 3 sprigs of thyme. Repeat 3 more times with the remaining cranberries and thyme in 3 more bottles. Fill the bottles to the top with the vinegar and cool completely, uncovered. Cover and allow to sit in a cool, dark place for at least 2 weeks, gently shaking every few days to help the vinegar to completely infuse.