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Salted anchovies are packed whole, with bones, but without heads.
As shown below, starting at the head end, use your fingers to pull off one fillet. Pull the second fillet off the bones; discard the bones. Rinse the anchovies under cold running water. Pat dry. Use within a few days or cover with oil and refrigerate.

The intensely flavored liquid called collatura is a byproduct of the manufacture of salt-packed anchovies, created during the salting and weighting of the fish. Collatura is prized in Italy, where it is used in dressings, in Bagna Cauda, and for drizzling over roasted meats. While not precisely the same, the liquid from a can of salted anchovies is also very flavorful and can be reserved and used for the same purposes.