Many states require you to reveal your identity to claim the lottery prize.
This is the golden post I always look back to on this subject: https://www.reddit.com/r/AskReddit/comments/24vzgl/you_just_...
If I won a $600MM prize, a good chunk of the $30MM spending money would go to buying a large property in rural southern Utah with good water rights, quality arable land that can grow fruits/vegetables/hay, an airstrip, and a defensible position. I would stock it with lots of food, guns, ammunition, and diesel fuel.
Having that retreat is as important to me as having the $30MM in treasury notes.