Can whole chilli peppers be frozen?
Yes, they can be, but you'll want to prick each one with a sharp knife once or twice to prevent them from bursting. Once that is done, put them into a small freezer-safe storage bag, remove as much air as possible from the bag, and seal it. They keep reasonably well for about six months without tasting "burnt," but they tend to be a tad mushy upon defrosting.

I always thought the mushiness factor had to do with length of freezing time, but since you asked, I did a bit of research. Apparently, what makes chilies turn to mush actually has to do with how quickly they initially freeze:


  The undesirable mushy end product that comes from freezing fruits and vegetables isn't from the act of freezing itself, but from how you freeze. Your ordinary freezer, or even deep freezer, freezes food slowly. Chilies have water in their membranes, and as they slowly freeze, it forms jagged ice crystals that pierce and puncture the membrane, so that when you defrost it, you're left with a leaky and "tenderized" result. The solution to this problem is easy … faster freezing. If the water doesn't have time to form jagged ice, you won't have a mushy membrane.


Happy Living (from which I pulled the above quotation) has an article about how to safely use dry ice to freeze chilies quickly. (I'll probably keep going the way I always have and accept the mushiness, but if you want to freeze a lot of chilies for a variety of applications, the dry-ice method looks promising.)