No, not all Caesar Dressings have anchovies. In fact, it is said that the original creator of the Caesar Salad, restaurateur Caesar Cardini, didn't use anchovies in his salad. Instead, the anchovy flavor came from the Worcestershire sauce. I chose to include them in this recipe because I love the flavor they impart, but you can certainly omit them. The modern caesar dressings usually do include anchovies, though.