Heat oil in heavy large skillet over medium-high heat. Add onion; sauté until translucent and beginning to brown, about 4 minutes. Add wine and anchovy paste. Boil until reduced to 3/4 cup, about 3 minutes. Add tomatoes with juice; bring to boil.
Sprinkle fish with salt and pepper. Add fish to skillet atop tomato mixture. Reduce heat to low, cover, and simmer until fish is cooked through, about 9 minutes. Using slotted metal spatula, transfer fish to plate and tent with foil to keep warm. Mix olives, 2 teaspoons oregano, and orange peel into sauce in skillet. Increase heat to high and boil until sauce is reduced and thickened, about 6 minutes. Season to taste with salt and pepper. Place 1 fish fillet on each of 4 plates. Pour sauce over and around fish, sprinkle with remaining 1 teaspoon oregano, and serve with warm toasted bread.