
Tinned anchovy fillets from Spain are worlds apart from those you're likely to find in U.S. supermarkets.
For years I tried different brands of anchovies available here in the U.S. They were inevitably way too salty, often mushy in texture and usually fishy tasting, if not downright funky. It's no wonder that so many people in the U.S. dislike anchovies. The anchovies here most of the time simply aren't good.
In Spain, anchovies are taken seriously. Spanish supermarkets keep tinned anchovy fillets under refrigeration, where they should be, not on the canned goods aisle. The expiration dates are printed in bold type on the sides of the tins, and usually fall within the year. There is a wide selection. The best are from Cantabria, and while not exactly a luxury item, they aren't cheap.
The fillets are thick, meaty, firm, not overly salty. The flavor, while bold, is not fishy or funky. They're packed in olive oil, and nothing else.
Good Spanish anchovies are everything anchovies should be. The only anchovies you'll find better than these are salt-packed anchovies. These will be the subject of another post. But the best tinned anchovy fillets are very nearly as good.

When we're in Spain, we stock up on tins of anchovies and keep them in the hotel refrigerator. When it's time to go home, we put them in the suitcase at the last minute and put them in the refrigerator as soon as we get home, before we unpack anything else. It's a bit of trouble, but well worth the effort.
Yes, these anchovies are that good.
La Tienda sells Cantabrian anchovy fillets packed in oil. You can also find Anchovies in Olive Oil at Amazon.
It's worth shopping around to find the best source. Spanish anchovy fillets are pricey here, but unless you have a market in your area that stocks good brands of Spanish anchovies and takes care of them--that is, keeps them under refrigeration and within their sell-by dates--the alternatives are few. If you want good Spanish tapas and meals that call for anchovies, the stuff you find in the grocery just won't do.
If you do order anchovies on-line, they should arrive at your door in some type of cold pack, and you should put them immediately in your refrigerator. They should be well within the sell-by date, which should be printed on the side of the can.
Unless you're making tapas or dinner for a crowd, it's best to order small-sized tins. Once you open the tin, the anchovies just don't keep well. Even if you top them off with good olive oil, the way many cook books suggest, they're fishy tasting by the next day, and mushy by the third. Order small tins, and use all the fillets the day you open the tin.
One of my favorite ways to eat anchovies is the simplest: toast a slice of really good bread, smear it with good olive oil and minced garlic, and lay the anchovy fillet on top. If you have a good anchovy fillet, there are few things better in this world.
They're also good on toast with roasted peppers.

One of our favorite pinchos of all time is a piece of really good garlic toast with an anchovy and a boqueron en vinagre (a fresh pickled anchovy fillet: see my post "All about Anchovies, Part I") arranged criss-cross on top. Nothing else. Unfortunately fresh anchovies aren't usually available in the U.S. , but you can create a similar combination with some escabeches. Here's anchovy with pickled trout (trucha en escabeche) on garlic toast, a fabulous combination.