Welcome to Android Central! Which settings did you go to--the System Settings, or the app's own settings menu? In Facebook, for example, tap the hamburger menu icon at the upper right (next to the globe icon), then App Settings, then deselect Notifications.
If you already did that, then try going to the App Manager, select Facebook, and uncheck "Show Notifications."
If that still doesn't work, it's possible that there's a separate Samsung Facebook interface that is active, that is meant to integrate directly with TouchWiz. HTC has something like this for Sense as well. Look in the App Manager for something like "Facebook for TouchWiz," and uncheck Show Notifications there.
11-21-2014 12:18 PM