In a 5 to 6 quart Dutch oven, cook onion in hot oil over medium heat until tender, stirring occasionally. Add broth, beans, lentils, carrots, and celery. Bring to a boil.
Add dried oregano, basil, thyme, and bay leaf. Reduce heat. Simmer, covered, 10 minutes, stirring occasionally.
Stir in tomatoes. Remove from heat. Season with salt and black pepper.