For the energy-efficient deployment of cell-free massive MIMO functionality in a practical wireless network, the end-to-end (from radio site to the cloud) energy-aware operation is essential. In line with the cloudification and virtualization in the open radio access networks (O-RAN), it is indisputable to envision prospective cell-free infrastructure on top of the O-RAN architecture. In this paper, we explore the performance and power consumption of cell-free massive MIMO technology in comparison with traditional small-cell systems, in the virtualized O-RAN architecture. We compare two different functional split options and different resource orchestration mechanisms. In the end-to-end orchestration scheme, we aim to minimize the end-to-end power consumption by jointly allocating the radio, optical fronthaul, and virtualized cloud processing resources. We compare end-to-end orchestration with two other schemes: 1) 'radio-only' where radio resources are optimized independently from the cloud; and 2) 'local cloud coordination' where orchestration is only allowed among a local cluster of radio units. We develop several algorithms to solve the end-to-end power minimization and sum spectral efficiency maximization problems. The numerical results demonstrate that end-to-end resource allocation with fully virtualized fronthaul and cloud resources provides a substantial additional power saving than the other resource orchestration schemes.