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.)
I don’t think you can expect a pen name to be bulletproof. It is more of a camouflage than an invisibility cloak. It enables you to maintain some privacy because you are promoting the pen name instead of your real name, and so even if your pen name gets very famous, you can still check into a hotel under your real name. Notice that we know Mark Twain’s real name, but it is not famous, so relatively few people know it.
There are legal tricks you can do to further obfuscate, but still, it is not going to be bulletproof. Your name is still going to be legally connected in some way and the more famous your pen name gets, the more likely you are to be found out.
The way pen names get found out is somebody — typically a reporter — goes looking for Richard Bachman and finds that he is not a real person because he has no birth certificate and other paperwork. Then they go looking for the actual author, who turned out to be Steven King.