Wash the tomatoes. Using a serrated knife or sharp paring knife, slice the top of each tomato, but do not cut it completely off: Leave one end still connected to the bottom by the skin so that it will function as a lid, with the skin its hinge. Hollow out the tomato bottoms, removing the seeds and core. Place them in a pasta colander, turning them cut side facing down, to let all the runny juices drain away.
Put 3tablespoons of olive oil and all the chopped onion in a small skillet, turn on the heat to medium high, and cook the onion, stirring from time to time, until it becomes colored a light gold.
Turn the heat down to very low and put in the chopped anchovies, stirring with a wooden spoon until they dissolve.
Transfer the contents of the skillet to a small mixing bowl; add the bread crumbs, chopped capers, oregano, and parsley. Turn over all ingredients to blend them into a uniform mixture. Taste and correct for salt, taking into account that the tomatoes have not been salted, and add several grindings of pepper. Stir thoroughly once again.
Retrieve the tomatoes from the colander, stuff them with the anchovy and caper mixture, drizzle over it the remaining tablespoon of oil, and close the tomatoes with their own top.
Thinly smear the bottom of a baking dish with olive oil, put in the tomatoes, and bake in the upper middle level of the preheated oven for 30 to 40 minutes, depending on the size and wateriness of the tomatoes. They are done when some of the juices have evaporated and the flesh is fully cooked. Serve lukewarm or at room temperature. Do not refrigerate before serving.