Put oven rack in middle position and preheat oven to 350°F.
Pat turkey legs dry. Stir together flour, salt, and pepper, then dredge 1 leg in flour mixture, knocking off excess.
Heat 2 tablespoons oil in a 12-inch heavy skillet over moderately high heat until hot but not smoking, then brown leg, turning occasionally, about 5 minutes, and transfer to a large (17- by 12-inch) roasting pan.
Meanwhile, dredge another leg. Continue to prepare, brown, and transfer legs in same manner, adding up to 4 tablespoons oil to skillet as needed.
Add remaining 2 tablespoons oil to skillet, then add onion and anchovies and cook over moderate heat, stirring frequently, until onion is golden and anchovies are dissolved, 7 to 8 minutes.
Add wine and boil until reduced by half, about 3 minutes, then stir in broth and tomatoes with their juice.
Pour liquid over turkey legs and cover surface with a sheet of parchment paper, then tightly cover pan with foil.
Transfer to oven and braise until meat is very tender, 2 to 2 ½ hours.
Transfer legs to a cutting board and cut them into thigh and drumstick portions, then transfer to a deep platter.
Skim off fat from sauce. If sauce measures more than 3 cups, boil until reduced.
Season sauce with salt and pepper and pour over turkey.
Stir together garlic, parsley, and zests and sprinkle over turkey just before serving.
