Part of the small, oily fish family related to the herring, Anchovies are commonly available already gutted, filleted and cured, and then packed in olive or vegetable oil in cans or jars. Once opened, keep in the refrigerator and use within a couple of days. Used in small quantities, due to their intense flavour, anchovy fillets are traditionally used to flavour Caesar Salad, Nicoise Salad and are a classic ingredient found on many pizzas.