Barbara, this is my grandmother's recipe.
She was Neopolitan. I hope these taste like what you remember.

Zeppoli Con Alici

1 cup warm water
1 1/4 ounce package active, dry yeast - 2 1/4 teaspoons
1 teaspoon salt
1/2 teaspoon sugar
2 cups all purpose, white flour
1, 2 ounce tin anchovies packed in olive oil and cut into 1/4" pieces
vegetable oil for deep frying

1 large mixing bowl
1 clean kitchen towel
1 deep saucepan
1 slotted spoon
paper towels

In a large mixing bowl, sprinkle the yeast on top of the cup of warm (not hot!) water. The mixture should produce a foamy head and smell like yeast in about 10 minutes.

Add the flour, salt and sugar and combine until you have the consistency of thick pancake batter.

Cover the bowl with a towel and put the dough in a warm place to rise until doubled, about 1 hour. I put mine in an unlit, gas heated oven where the pilot keeps the inside at the perfect temperature for rising.

When the dough has risen, is should have the consistency of a thick batter, not a stiff dough. It should be filled with bubbles and have the strong aroma of yeast.

Pour the oil into a deep saucepan until it's about 3" deep. Make the oil very hot, over high heat.

Using a spoon, scoop up some of the batter. Push 2-3 pieces of anchovy deep into each scoopful of dough. Drop 2 or 3 at a time into the hot oil.

Cook the Zeppoli in batches, taking care not to crowd the pan. If you cook too many at once, the temperature of the oil will drop, causing the Zeppoli to cook too long and become soggy and oily.

Cook quickly until they puff up to the surface and turn golden.

Remove them from the oil using a slotted spoon and drain on paper towels.

Serve with appetizers or as an accompaniment to a fish dinner.

You may re-heat zeppoli in the oven if necessary.