anchovies (at least as available in the US) are generally cured in salt or salt and oil to be used as an ingredient in salads or cooking in small amounts (because of their pronounced flavor); sardines are canned, and nowhere near as salty and meant to be eaten out of the can as the protein in a meal. Sometimes the latter come packed in seasoned or unseasoned oil, water, or tomato sauce. They are not really interchangeable in recipes.
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