First you need to have a case in suit. Then you need to subpoena them with an authorization signed by the party who you are looking to get records about. Social Security has their own authorization...
The Social Security Administration is part of the federal government, so they observe the same standard holidays as other departments. Federal Holidays 2010 New Year's Day (Friday, December 31)...
You don't have to "sue" for Social Security in any state. You file an application. If your application is denied, you are probably ineligible, but you can appeal that denial, and some people win!