This is time-consuming and usually produces uneven roasting that makes the chiles harder to peel, but it can be done. Some people enjoy this process.
Select firm, meaty chiles without wrinkles for roasting. Wash them thoroughly.
If you are roasting them in the oven, place them evenly in a single layer on a cookie sheet. A sheet of foil will help make cleanup easier. Place in the oven about 4-5 inches under the broiler element.
The skin will blister and turn black within minutes, so you need to monitor them closely. Turn the peppers as required to blister all sides evenly. The aroma wafting through the kitchen is a sign they are almost done.
With a good gas grill, you can roast them outdoors. Place them evenly on the grill close to the flame so you can roast them at a high heat. Monitor closely and turn to blister evenly on all sides.
When done, the pepper skins should be evenly blistered and mostly black. Place them on a plate and then empty the plate into a heavy-duty plastic bag. The chiles should sit in the bag for at least a half hour to let them steam. This loosens the skin, allowing you to slide them off easily.
Select a convenient bag size suitable to your cooking habits. Many freeze chiles whole with skins on. Some believe freezing with skins on improves the flavor. Some prefer to peel them (the skins just slide off) and some even remove the stem and seeds before freezing.
Remember that thawed roasted chiles do not keep well, less than a week in the refrigerator. It is wise to smaller bags rather than larger to avoid having your chiles turn into science projects.