Preheat the oven to 375 degrees F.
Wash and core apples, leaving enough of the core at the base of the apple to contain the filling.
Combine the butter, brown sugar, cinnamon and chopped pecans in a small bowl. Roll log shapes of the mixture and press enough into each apple to fill the core.
Fill a 2-quart baking dish with about 3/4 cup water, or enough to cover the bottom. Place the apples upright in the dish. Bake until the apples are soft and the filling is browned, 1 hour.