Peel the peppers and seed them. Cut away any white pith inside the peppers and cut them into narrow 1½-inch strips.
Peel and thinly slice the garlic. Put it with the olive oil in a 12-inch skillet and place over medium-high heat. As soon as the garlic begins to sizzle, add the peppers. Season lightly with salt and cook until the peppers are tender, about 10 minutes. Do not stir too often so that the peppers have a chance to brown lightly.
While the peppers are cooking, peel the tomatoes and coarsely chop. When the peppers are done, add the tomatoes to the pan. Season them lightly with salt and cook until the tomatoes are reduced and no longer watery, about 10 minutes.
Chop enough of the oregano leaves to measure 1teaspoon and add it to the tomatoes along with the capers. Cook for about 30 seconds. Add the shrimp and season with salt before stirring them in. Cook the shrimp just until they are pink through and through, 2 to 3 minutes.