I am the bearer of Glad Tidings for the non-anchovy-eating public!
As pointed out elsewhere there are indeed alternatives to Lea & Perrin's Worcestershire sauce for veggies and those who simply prefer not to eat anchovies. For UK-based vegetarians there are at least two alternatives. From personal experience I can wholeheartedly recommend "Henderson's Relish" which tastes almost exactly the same and is approved by the Vegetarian Society, hurrah! But... it's a bit hard to find in some parts - easier to get hold of in the Midlands as it is manufactured in Sheffield. Another one to try is "Yorkshire Relish" which is deemed suitable for veggies though doesn't carry the Vegetarian Society seal of approval and bizzarely is made in Staffordshire.
Both of these contain the same ingredients (bar the anchovies) and can be used in exactly the same way as the original, ie: to liven up any dish from cheese on toast to veggie shepherd's pie or chilli. In your enthusiasm at discovering what I do not doubt will be from now on a staple in your condiments cupboard, do remember that like the Lea & Perrin's version, you really only need a splash or two. You have been warned!