Heat the oven to 400ºF. Heat the oil in a large deep skillet over medium heat. Add the onion and cook until soft, 4 to 5 minutes. Add the garlic and cook for 1 minute. Pour in the wine and cook for 1 minute. Stir in the tomatoes (with juice) and oregano and reduce the heat to medium-low. Simmer until slightly reduced in volume, about 15 minutes.
Add the olives, capers, and jalapeños and cook for 3 to 4 minutes.
Spread a thin layer of the sauce over the bottom of a 3-quart baking dish. Season the salmon all over with the salt and pepper. Arrange the salmon in the dish and spoon the remaining sauce over the top.
Bake until the salmon is just a bit filmy and moist in the center and the internal temperature reaches 130ºF, about 20 minutes.
Tip: You can substitute salmon with skinless halibut or red snapper fillets. For a more flavorful sauce, add 1 bay leaf and 2 tablespoons dark raisins along with the oregano.