Pour 1/2 cup boiling water over bulgur in a bowl. Cover and let stand until softened, about 15 minutes.
Heat oil in heavy large saucepan over medium-high heat. Add onions, celery, carrots and garlic and sauté until tender.
Add tomato paste, chili powder, cumin and cayenne pepper and stir until spices are fragrant.
Add wine and 2 cups of water. Bring to boil. Add peppers, zucchini and tomatoes to saucepan.
Reduce heat and simmer until all vegetables are tender, stirring occasionally.
Add bulgur, garbanzo and kidney beans, basil and oregano to chili. Simmer until chili is thick, stirring frequently. Season to taste with salt and pepper.