I do two things. 

I would not open them, that is a lot of unnecessary handling. You can attach a label or write the number in pencil on the back of the frame. I also like to have a tag on the hanging hardware with an extra long string so that you can easily see what it is without having to pick it up. 

If something is unframed for any reason it should already be a habit to look for a marking. If these are ever opened then you can pencil the number on the actual print. It can be noted in the database that the print itself was framed and thus was not labelled when accessioned.