How can I go about changing to my husband's last name if I did not do so when we got married?

If you elected to change your name on your marriage certificate but just never filed the paperwork with social security, you should be able to take a copy of that marriage certificate to social security and they would enter the name change.

If you did not elect to do so on your marriage certificate, you would have to file a petition to change your name in the county Probate and Family Court.  Once that is allowed, you would need to take the paperwork to social security for the name change.