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: Mrs. 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.