How to Make It
Rinse and sort beans. Place beans in a large, heavy pot. Cover with cold water, and soak 8 hours or up to overnight. Drain beans, and return to pot. Add cold water to cover beans by 3 inches. Bring to a simmer over medium, and cook, uncovered, until tender, about 1 hour and 45 minutes, adding hot water as needed to keep beans covered by about 1 inch.
While beans simmer, cook bacon in a medium saucepan over medium-high, stirring occasionally, until lightly browned, about 7 minutes. Add onion, Anaheim chile, ham, and garlic, and cook, stirring occasionally, about 2 minutes. Add salt, ancho chile powder, brown sugar, dry mustard, and paprika, and cook, stirring occasionally, until spices smell toasted, about 1 minute. Stir in tomato puree, 1 cup water, and Worcestershire sauce. Bring mixture to a simmer over medium-high. Reduce heat to low, and cook, stirring occasionally, 30 minutes. Remove from heat, and set aside.
Drain beans, reserving 1 cup cooking liquid. Return beans and reserved cooking liquid to pot; stir in sauce. Simmer over low until thoroughly heated, about 30 minutes.