Rinse and dry veal shank. Add salt and pepper liberally.
In a Dutch oven large enough to just hold the whole shank, heat the olive oil until just smoking. Place shank in Dutch oven and brown evenly on all sides. Remove shank to a plate and place onions, carrots, celery, sage and marjoram and cook until softened, about 10 minutes. Add wine and tomato sauce and anchovies and bring to a boil. Add shank and return to boil. Lower heat to simmer, cover tightly and simmer 2 hours, or bake at 350 degrees F for same amount of time, or until fork tender. Remove and serve with broccoli or spinach. Garnish with anchovy fillets.
Saute the onion and garlic in the olive oil over medium heat until translucent, but not brown (about 10 minutes). Add the thyme and carrot and cook 5 minutes more. Add the tomatoes. Bring to a boil, lower the heat to just bubbling, stirring occasionally for 30 minutes. Season with salt to taste. Serve immediately, or set aside for further use. The sauce may be refrigerated for up to one week or frozen for up to 6 months.