Sprinkle chicken thighs with salt and pepper to season. Sauté in olive oil until browned. Add Armagnac and set ablaze.
Add onions, garlic, green peppers, mushrooms, and ham. Mash plum tomatoes with a fork and discard the hard stem area. Add wine, cover, and simmer 1 hour, or until chicken is tender. Add Madeira and Armagnac and cook 10 minutes with the lid off. Lift chicken to a hot platter, and skim fat from liquids. If sauce seems thin, boil hard to reduce it, or thicken with a bit of beurre manié. Spoon sauce over chicken and serve sprinkled with parsley. Serve with boiled potatoes.