If you follow the posts above, the W-2 must have an SSN.  My understanding is that these are most likely illegally aliens using fictitious or, someone's, stolen SSNs.

Given there's a notation that it's been applied for, you may like to check with your client whether that is indeed the correct status.  If so, the withholding is probably in a pool under the employer's account, waiting to be allocated.  In that case, you should extend the return, pending the issuance of the SSN, so that the employer can issue a proper W-2 with the correct SSN.