Orphans: We love you, Miss Hannigan.
Miss Hannigan: Shut up.
Annie: *yelling* Cut it out! I mean it! Do you want Miss Hannigan to come in here!? Go back to bed! *glares up at Pepper* Now, or you'll have me to deal with!
Pepper: Ah, blow it out your old wazoo.
Annie: Leaping lizards!
Answer: Miss Hannigan's box of Annie's parents' things might have the only record of her birth certificate. This is the 1930s, after all. Paper records went missing all the time.
Captain Defenestrator