Here's more information about performing genealogy research on a person who was issued a SSN through the Railroad Board (my grandfather was one of those whose SSN was issued by this agency). This link is for the Railroad Board itself:

http://www.rrb.gov/mep/genealogy.asp

Also (and depending on your situation), here are places on the the SSA site regarding the SSN allocations:

http://www.ssa.gov/employer/stateweb.htm