How to Make It
Season lamb with the salt and pepper. Heat oil in a large Dutch oven over medium-high. Add lamb and cook, turning occasionally, until browned on all sides, about 30 minutes. Add onion, garlic, anchovies, and rosemary and cook, stirring, until onion has softened slightly, 3 to 4 minutes. Add wine and tomatoes. Bring to a boil and partially cover.
Reduce heat to low and cook, turning lamb occasionally, until tender, about 2 hours. Stir in olives and capers and continue to simmer, uncovered, turning lamb halfway through, until lamb is very tender, 20 to 30 minutes. Stir in vinegar. Remove lamb from Dutch oven and let rest at room temperature 10 minutes.
To serve, thinly slice lamb and arrange on a platter, spooning olive-caper mixture over top.