The skins of Anaheim and New Mexico type peppers are tough. ... Thin skinned peppers don't need to be peeled, but it does add a nice smoky flavor. Roasted and peeled chile peppers can be used right away in your favorite recipes or frozen for later.
Place Anaheim peppers on a baking sheet and bake about 20-25 minutes, flipping once through, or until the skins become charred and puffy. Or, you can char them over open flame on the stove top. Remove from heat and cool slightly, then place into a plastic baggie to steam for several minutes.