In a large pot, heat 2 tablespoons of the oil. Add the yellow onion, garlic, ancho chiles and fennel seeds and cook over moderate heat, stirring frequently, until the onion is lightly browned, about 8 minutes. Add the wine and cook until reduced by half, about 5 minutes. Add the crushed tomatoes and 4 cups of water and bring to a boil. Cook over moderate heat until the vegetables and anchos are very tender and the broth is slightly reduced, about 15 minutes. Stir in the milk.