Actually, many people changed their name without going through any legalities. It all depends upon the time and location. Many states did not require birth or death records until the late 1920's. Even then implementation was not consistent in counties within states.
The NE states probably have the oldest records. But even then it was fairly easy to "reinvent" yourself. Just move away for a while and return to a different location with your new identity from a southern or western state. Start paying taxes under the new name and you are covered.
Social Security began January 1937. I'd guess that after that it became a bit more difficult to change names. Prior to 1937, it probably was willy-nilly.
Try searching 1920, 1930 and soon 1940 censuses using the first name and date of birth. You might find him, but it's a needle in a haystack.