Arie, I'm not sure if there some actual existing plugins with such functionality, but you can try searching one in our Store.
Or it's possible to add a captcha to the forgot password form manually and this is considered as a custom code modification. I can't give you detailed step by step instructions. I can only point where the changes need to be done.
You can see how the captcha works in the Contact us plugin. The captcha code is in the /ow_plugins/contactus/contollers/contact.php and the /ow_plugins/contactus/views/controllers/contact_index.html files.
So to display the captcha at the Forgot password page you need to modify
ow_system_plugins/base/controllers/users.php file and
/ow_system_plugins/base/views/controllers/user_forgot_password.html file.
However you need to remember that all your customizations will be overwritten while next update of the software, so you need to remember them and apply again, or implement the changes via custom plugin.
If you are not familiar with the plugin development or code modification, it would be better for you to find a developer who can help you with it. Please visit our Oxwall Market (http://
www.oxwall.org/market/specialists )