Over Medium-High heat, heat Olive Oil in a large Dutch oven or stock pot. When hot, place in the Onion, Fennel, Celery, and Carrot. Stir and sweat for 6-7 minutes until softened.
Add the Garlic, stir, and cook for 1 minute more.
Move the vegetables to one side of the pan, on the other side of the pan pour in the Anchovies and oil from the can, breaking them up with a spoon until they begin to breakdown & dissolve into a loose paste consistency, then stir them into the vegetables to combine.
Add the Fennel Seeds, Sea Salt, and Pepper, and stir.
Again moving the mixture to one side of the pan, add the Wine and Pernod, (or Vermouth). Bring this to a boil and then combine with the vegetables. Let this mixture reduce by half, approximately 3 minutes-to intensify the flavors. *(the vegetables should be very aromatic at this point.)
Add in the Tomoato paste, stir to combine, and cook for about 1 minute.
Add Whole Tomatoes, Chopped Tomatoes, and all the juices from the can. Add the Water-using it first to rinse out any remaining tomato juices in the cans...no waste! Stir well to incorporate all of the vegetables into the sauce.
Add the Worcestershire, Oregano, Thyme, Salt, & Pepper, and stir well. Bring to a boil, cover, and reduce heat so that the sauce is at a simmer.
Simmer for 30 minutes to 1 hour. (The longer it simmers the more intense the flavors) Stir occasionally to ensure nothing is sticking to the bottom of the pan.