Are they required to go public? Is this one of the terms of winning?
Powerball
http://www.powerball.com/pb_contact.asp
"All but four states (DE, KS, ND, OH) have laws that require the lottery to release the name and city of residence to anyone who asks."
I think the above applies to Mega Millions also.
If You Won Mega Millions, Would You Go Public?
http://thestir.cafemom.com/entertainment/114685/if_you_won_mega_millions