Historians believe that the original Caesar salad was made by Caesar Cardini in 1924. The original salad is said to have been made table-side with romaine lettuce and croutons covered in a dressing made of garlic, Parmesan cheese, olive oil, boiled eggs and Worcestershire sauce. It wasn't until 1926 when Caesar's brother, Alex Cardini, added a few ingredients including anchovies, a tiny fish from southern Europe which is cured and salt-packed. While many modern recipes include anchovies, there are substitutions that can be made which still allow for the distinct, faintly fishy flavor of Caesar dressing.
Caesar Cardini was said to have disapproved of his brother including anchovies in his dressing. He felt that Worcestershire sauce provided just the right amount of fishy flavor without overpowering the dressing. Following Caesar's advice, you can add one to two teaspoons of Worcestershire sauce as a substitute for anchovies while still achieving the desired faint "fishy" flavor.
Asian Fish Sauce
Asian fish sauce, which is made from fermented anchovies, can give your dressing the anchovy taste without adding the actual anchovies much the way Worcestershire sauce can. Asian fish sauce, however, is much more pungent than Worcestershire so only use a few drops at a time until you achieve your desired flavoring.
Anchovy paste is made of cured anchovies, vinegar, salt and sugar, ground up and sold in tubes. Substitute 1/2 teaspoon of anchovy paste for every anchovy called for in your recipe.