For all intents and purposes we have one.
Our Social Security Number. In the law when Social Security was first passed was the condition that it NEVER be used for identification. And now it's impossible to do anything without it. Coupled with the requirement for photo ID we are documented.
Since we are states rather than nations we don't need anything to travel inside the country, yet. (Four more years of Bush and I'm certain an internal passport would be required to buy gas, use a credit or debit card, get on a bus, train or plane. Using a telephone connected to an interstate grid, wired or wireless, would imply consent to have the conversation listened to and/or taped.)
Arf