This article on OUTER JOINs should be helpful to you. Even though it is for SQL Server 2000 it still applies to 2014.

Essentially you want something like this:

SELECT

C.firstName,

C.lastName,

CP.phone,

CA.ADDRESS,

CI.SSN,

CI.Medicaid

FROM

dbo.consumer AS C

LEFT JOIN dbo.consumerPhone AS CP

ON C.consumerID = CP.consumerID

LEFT JOIN consumerAddress AS CA

ON C.consumerID = CA.consumerID

LEFT JOIN consumerIdentifier AS CI

ON C.consumerID = CI.consumerID;

If there will always be a row in ConsumerIdentifier you can make that an INNER JOIN