I'm wondering how possible anonymity is when using a pen name. I have no idea how that works with modern publishers. Your real name must be public information somewhere in that transaction. So is there any reasonable expectations of privacy if you want to remain anonymous? What do the Mark Twains and George Eliots of today do?
I've located an article that might be of some help: http://www.dsattorney.com/qa-pseudonyms-in-contracts/
The author (Daniel N. Steven, a practicing attorney in Maryland and former publisher/editor) says that you can maintain privacy by using a PO Box and unlisted phone number with your pseudonym, but that a Social Security Number would still be needed for tax purposes. (His advice obviously assumes you are in the U.S.) If you didn't want to use your Social Security Number, you'd have to establish another legal entity, such as an LLC (a limited-liability company), as the copyright owner of the work.
(His website also has a link to other legal articles on publishing that may be of interest.)