Preheat broiler.

Broil bell peppers on a broiler pan about 5 inches from heat, turning occasionally with tongs, until skins are blackened, about 15 to 20 minutes.

Transfer to a large bowl and cover tightly with plastic wrap.

Let the peppers steam for 20 minutes.

When peppers are cool enough to handle, peel them, reserving all juices in bowl.

Discard stems and seeds from the peppers.

Cut peppers lengthwise into 1/4-inch-wide strips.

Pour pepper juices through a sieve into another bowl.

Add Sherry vinegar and sugar to the juices, stirring until sugar is dissolved.

Stir in the pepper strips.

Marinate peppers at room temperature, stirring occasionally, for at least 2 hours.

Spoon peppers and juices into a shallow bowl.

Arrange anchovy strips decoratively on top.