Anchovies are small fish similar to herring and sardines. Generally they are fileted and salted before being preserved in oil (giving them their distinctive salty taste) - but not always. The anchovies in the tin on the left have not been salted, though there's no way to tell from the packaging. They're a fraction of the price of those in the jar on the right (which have been salted), but they taste vile: they have an indistinct, slightly muddy flavour and a nasty, fatty texture.
The ones on the right, despite not being packed in olive oil, are perfect for giving the odd little sharp saltiness to Caesar salads and pizza. Buyer beware!