While you can, anchovies are actually one of the least favorite pizza toppings in the UK, and in the US. Anchovies are a rather divisive food. Everyone either loves them, or hates them. There is no in-between with anchovies. Surprisingly, pineapple on pizza surpasses anchovies on pizza. In theory, anchovies are a pizza topping.
Not many places offer it, but if you buy a frozen pizza to take and make at home, you could add anchovies before you bake the pizza. It really depends on what you like. If you like anchovies, go ahead and try anchovies on your pizza. If you don’t like anchovies, then it really doesn’t matter and you don’t have to add them to your pizza.