In a sauté pan, sweat the onions in the olive oil until softened, 4 to 6 minutes. Add the tomato paste and the anchovies and cook, stirring occasionally, until thickened, 3 to 5 minutes. Add the water, salt, crushed red pepper, black pepper, and oregano. Bring to a boil, then reduce heat so that the sauce just simmers and cook until sauce has thickened, about 10 minutes. Remove from the heat and puree the sauce in a blender. Season to taste if necessary. Set sauce aside until ready to use, or refrigerate for up to 5 days.