Heat oil in heavy large skillet over medium-high heat. Add lamb shanks to skillet and cook until brown, turning occasionally, about 12 minutes.
Transfer lamb to plate. Reduce heat to low. Add onion and garlic to skillet and sauté until tender, about 6 minutes. Return lamb to skillet. Pour in tomatoes with their juices and red wine. Stir in marjoram. Season generously with salt and pepper. Cover and simmer until lamb is very tender, turning lamb shanks occasionally, about 2 hours. (Can be prepared 1 day ahead. Cover and refrigerate. Return to boil before continuing.)Uncover and boil liquid until reduced to sauce consistency if necessary.
