There are many great guides to changing your name and/or gender marker on federal documents, and with federal government administations. Since this process is controlled by the federal government, it will be the same, no matter which state you live in.
Here are some of the best resources for changing these documents:
General (covers many topics)
Sylvia Rivera Law Project (Based in New York - this page has NY specific resources, but also information about passports and Social Security)