Don't know about Salesforce support for ODBC, but certainly it is possible to map a libname using ODBC.
http://support.sas.com/documentation/onlinedoc/91pdf/sasdoc_91/access_odbc_7365.pdf
has examples - basically it is
libname <name> odbc <connection options>;
Salesforce specific SAS product:
http://support.sas.com/documentation/cdl/en/bidsag/61236/HTML/default/viewer.htm#a003279102.htm
That requires more than base SAS, of course, but if SAS BI is an option it seems pretty easy to configure.
Another option that is not free (well, it seems to be free for 15 days):
http://blogs.datadirect.com/2012/02/sas-access-to-salesforce-crm-for-superior-odbc-integration-with-sas.html
It doesn't seem like there is a free ODBC driver for Salesforce, though, unless something's changed - example, http://success.salesforce.com/ideaView?id=08730000000Bqqu seems to suggest it's something desired but not available.
So for free solution you may want to use the Web API...