As far as I know, MegaMillions doesn't publish their test draw data.
Here's a link for some comprehensive PowerBall data, though (be sure to read the instructions below the link):
http://www.powerball.com/powerball/pb_numbers.asp
This will take you to the "Winning Numbers" page, where the three most recent drawings are posted.
Scroll to the bottom of the page and look for the tiny red ball at the end of their disclaimer (inside the box).
Click on that ball, and you'll get an MS Word document containing information for every drawing since August 31, 2005.
The data includes Draw Date, each Numbered Ball in the order in which they were actually drawn, Machine Number (the hopper used to draw from the white field), Ball Set Number (randomly chosen from four sets, numbered 29 - 32), PowerBall Number, PowerPlay Multiplier (used only for the actual prize drawing), PowerBall Machine Number (also four sets, numbered 9 - 12), PowerBall Ball Set Number (for the red field) and Draw Type (4 Pre-test, the Prize Drawing and 1 Post-test; Prize Drawings are shown in bold type). Changes in the matrix are clearly identified as well, which is handy for anyone who wants to track the draw history.
They usually post the data for the most recent (last) drawing on the day of the next (upcoming) drawing. In other words, the data for last Saturday's drawing won't be posted until next Wednesday, and vice-versa. There have been exceptions when the results have been posted by the next day, but that doesn't happen very often.
@justalittleluck:
I've sent an email inquiry to MegaMillions via their web site, asking if this information is available and where we can find it or, in the alternative, whether they have any plans to make such data available to their loyal players. They're usually pretty good about getting back to me in a timely fashion, so when I hear something, I'll post their answer to this thread.
Good luck!