From Electricsistahood:
... I got to wondering to myself, does Superman have a Social Security number? Moreover, does his alter-ego Clark Kent have a Social Security number. And does this require Kal-El to have two Social Security numbers? Beyond that, the questions become endless.
So I started doing some research into the subject. Answering the question, does Clark Kent have a Social Security number, is easy. That was answered way back in 1966 in Action Comics -- his Social Security number is 092-09-6616. Turns out that it was the same number used by a man named Giobatta Baiocchi, who died the year before. ...
Which means, Superman got his Social Security Number in the state of N.Y.