Place bell peppers directly over the flame of a gas-stove burner and roast, turning with tongs, until blackened all over. (Or roast peppers under the broiler.) Transfer to a large bowl, cover with plastic wrap, and let stand 15 minutes. Peel off skins, slice off tops, and remove ribs and seeds.
Bring a large pot of water to a boil; add salt. Cook pasta 2 minutes less than instructed on package. Drain.
Preheat oven to 350 degrees. Heat a large saute pan over medium-high. Swirl in oil to coat, then add anchovies, breaking them up with the back of a spoon until dissolved. Add onion and capers and cook, stirring occasionally, just until onion is softened, about 3 minutes. Pour in vinegar and cook, stirring frequently, until almost evaporated. Add pasta and toss to coat.
Generously season cavity of each pepper with salt, then fill with a heaping 1/2 cup pasta mixture, twirling pasta with a fork to fit snugly. Place peppers side by side in a 2-quart oval baking dish. Bake until pasta starts to brown in a few spots, 10 to 15 minutes. Let cool slightly before serving, topped with oregano.