Trivia: Just before the "Little Girls" number, there is a voice on Miss Hannigan's radio saying "I love you, I love you, I love you". This voice is provided by the film's director, John Huston.
Trivia: During the sequence early on in the mansion, all of the characters are dancing and singing. The maids dancing in the background around the dining room table, one of them accidentally knocks over 2 or 3 water goblets and hastily rights them again.
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