There's no law that states you must have an ID on you so you're free to go around without an ID as long as you're not driving.
If you're driving then you need a drivers license but if not then you don't need an ID.
Even as a passenger you're not required to show ID to police unless you're actually involved in a crime or being suspected of a crime.
If you're just a passenger then the police can demand the drivers license and you're required to show drivers license to the police and if not they can arrest you.
But as a passenger there is no requirement to ID yourself to them and if they threaten you with arrest you should ask for the supervisor.
Having ID though is a good idea because you need ID to bank, cash checks, get loans etc.
But it's not illegal to not have or carry ID with you.