Put oven rack in middle position and preheat oven to 425°F.
Toss together mushrooms, shallots, carrots, bell pepper, garlic, parsley and thyme sprigs, and oil in a flameproof roasting pan. Roast, stirring occasionally, until vegetables are golden, 35 to 40 minutes.
Transfer vegetables with a slotted spoon to a 4-quart saucepan. Straddle roasting pan across 2 burners, then add wine and deglaze pan by boiling over moderate heat, stirring and scraping up brown bits, 1 to 2 minutes. Transfer to saucepan and add bay leaf, tomatoes, water, and salt. Bring to a boil, then reduce heat and simmer, covered, stirring occasionally, 45 minutes. Pour stock through a large fine-mesh sieve into a bowl, pressing hard on and then discarding solids.
Cooks' note: Stock can be made ahead and cooled completely, uncovered, then chilled, covered, 1 week or frozen in an airtight container up to 1 month.