Yes, most commercial brands of Caesar Salad dressings contain Anchovy Paste. Most, if not all Ceasar Salad require Worcestershire Sauce, and the most famous brand, or at least the most well known around here Lea and Perrins does indeed contain Anchovy Paste. For some reason though, the SafeWay brand of Worcestershire Sauce does not contain Anchovy Paste. So, you can have a rather decent vegetarian Caesar Salad without a great deal of hassle.

Kraft Dressing (Which does contain Anchovies) seems to be most common, and therefore most likely to be found in resturants. It's probably a safe bet that most resturant caesar salads aren't vegetarian, it never hurts to ask though. As well, IIRC the 'Traditional' or first Caesar Salad recipe didn't call for Anchovies (According to the Yves Veggie cookbook I was reading at the time).