Put oven rack in lower third of oven and preheat oven to 350°F
Wrap cinnamon stick and anise seeds in a small square of cheesecloth and tie bundle closed with string.
Pat pork dry and sprinkle with salt and pepper.
Heat oil in a deep 6- to 8-quart heavy pot over moderately high heat until hot but not smoking, then brown pork in 3 batches, turning, about 4 minutes per batch. Transfer to a bowl as browned.
Pour off all but 1 tablespoon fat from pot and cook onion and garlic over moderate heat, stirring, until golden, 3 to 5 minutes.
Add ginger, zest, and sugar and cook, stirring, 1 minute. Stir in soy sauce, rice wine, broth, pork with any accumulated juices, and cheesecloth bag.
Braise mixture, covered, in oven 1 hour.
Stir in fennel and braise, covered, in oven until fennel is very tender, 30 to 40 minutes. Discard cheesecloth bag, then season pork mixture with salt and pepper and stir in cilantro.