I think you mean USA Mega, right?
Texas MadMan said all the history is available for Mega Millions on the Texas Web site, but technically that's not true. It is only available since the time the game name was changed to Mega Millions.
All of the official state lotteries with the Mega Millions results start the results at the point the name changed to the current name. However, both USA Mega and Lottery Post have every drawing back from the true beginning of the game (Sept. 6, 1996). It was called The Big Game at that time.
For getting the results from the state lotteries directly, you normally do not have to pay for results that they have readily available in electronic format (such as a text file). However, you sometimes have to pay a minimal fee to get the results in printed form — which is sometimes the only way to get it.
However, going back to the original question of paying for results, this only partially answers the question.
The real question is not just about getting results for one individual state, but for getting results from multiple states. That can be a lot of work, especially for results that are no longer publicly available from the state. For example, for drawings that are in the 80s or earlier, they can sometimes be hard to come by.
The individual states obviously only provide results for games within their state, so it is a company or individual who went through the effort of compiling the results that you would be getting the results from.
On top of that, you need to ask yourself about the quality of the data you would get from the company or individual. As someone who has a ton of experience dealing with past results data, I can tell you that if you are getting the data from someone who hand-keys the data, it will have errors. I have gone through hundreds of games using data from a multitude of sources, and unequivocally, most of the data you can download or access on web sites has a lot of errors.
(I am talking about data from companies and individuals, not from the states themselves.)
There are some web sites that are absolutely atrocious when it comes to errors in the data. I feel sad for the people who unwittingly use the data, thinking that the site is legitimate. And I'm talking about some fairly popular web sites.
That is why several years ago I took two years and constructed my own proprietary lottery data feed for Lottery Post. It drove me nuts that I had to put up with so many errors from my so-called professional lottery data feed. I was spending a ton of time calling and writing about all the errors that needed correcting, to the point of ridiculousness. And I was paying a lot of money out of my pocket for the data! (Not to mention that I designed their XML data format for them.)
Now, errors do occur with any data service — and especially in lottery data because most lottery data is at some point hand-keyed by the state lottery. All states make errors, so errors are unavoidable. But one thing I can say confidently is that I have only seen errors in the Lottery Post data when the state lottery made the error, not by Lottery Post itself making an error. Plus, the Lottery Post feed, unlike other data feeds out there, constantly monitors for corrections in the data, and self-corrects the database when it finds one.
There are still a few kinks that I'm ironing out in the old data in the LP database prior to the LP data feed coming online, but that is why I am currently undergoing a massive cleanup effort that will eventually result in all drawing results for every game being loaded accurately — back to the first drawing of every game.
Is that worth something?
I think so.