Although there are many species of small, silvery fish that are called anchovies, a true anchovy comes only from the Mediterranean and southern European coastlines. These tiny fish are generally filleted, salt-cured and canned in oil. Canned anchovies can be stored at room temperature for at least a year. Once opened, they can be refrigerated for at up to 2 months if covered with oil in an airtight container. If you want to alleviate the saltiness you can always soak them in cool water for about 30 minutes, drain and pat dry.