Place the shallots in a heavy nonreactive saucepan with the remaining ingredients. Bring the liquid to a boil.
Remove the shallots from the heat and allow them to cool.
Place the shallots in sterilized jars and chill. Serve along with other vegetables (e.g. carrot sticks and olives) for a Brazilian-style relish tray. The shallots will keep in the refrigerator for about 2 weeks.