Heat olive oil in a large saucepan over medium heat. Add fennel and onion; cook and stir until softened, 5 to 10 minutes. Pour in vegetable broth; add star anise pods. Cook until fennel and onion are tender, about 10 minutes.
Pour white wine into the saucepan. Reduce heat to low; simmer until wine is heated through, about 5 minutes. Remove soup from heat. Discard star anise pods.
Pour tangerine juice from the can into the saucepan. Puree soup with an immersion blender until smooth. Season with salt and pepper. Stir in tangerine sections.
Ladle soup into 4 serving bowls. Top each bowl with 1 tablespoon sour cream.