He had a name change, and hasn't told me...?

Ive been dating this guy for a about 6 months, things have gotten serious... He has been asking me to move in for about a month...so i decided to take the plunge. Im 29, and he is 32, what do i have to lose type of thing... well while putting my stuff in the closet, i noticed a small safe, the key to the safe just happened to be on the key ring with the spare keys. Inside the safe i found documents and papers to a name change. He changed his whole name, not just his first, or last, he even changed his middle name. He was 21 when he did it, the same year he moved across country from NY to AZ, he knew no one here, and had no family.. his reasoning when i asked why, was because the weather.... I wouldn't worry so much, maybe he felt like telling me at a later time, however i asked about his name, being an uncommon name, he had stories about it, and even had a story about his last name.... since it is different from his mothers, and his father abandoned him before he was born i wondered why she would of given him his fathers name... he had some crazy story about how she shortened it, and yadda yadda... well its all lies.. im actually pretty worried, and wondering what i should do.. this doesn't seem normal, and well i personally don't want to get murdered lol. But should i mention it, or just bail? What would i say even "hey, i snooped through your crap and found your documents?" hmmm He just leaves his social security card laying around, is there a way to find info on his old name, and his current social? What would cause a person to change their WHOLE name? The paper said no criminal background, but it doesn't add up, it could just be a crime no one found out about.. type of thing...