Relatives would be the main problem for some of us, and in my case I would have to cut myself off completely from them if they knew I had money. I have a sibling who wouldn't think twice about killing me if she thought it would get her an inheritance more quickly. I'd have to make certain she completely understood that she isn't in the will, and every few months fax her a copy of the page where it says that when I die she gets $1 to remind her why she's not killing me. And I still couldn't be comfortable, because she'd be scheming up some way to get around that and get her hands on the money however she could. Maybe if I was dead, then she could come forward and claim that the ticket was half hers. Hmm, I wouldn't be here to deny it or fight her. Maybe it would work. Even that small of a chance would be worth it for someone like her.
In my state, you have to release your name but don't have to do the presser. Unfortunately, I have a fairly unique name, so I'd have to disappear off the face of the earth if I ever want a minute's peace. I doubt I could convince relatives that it's a different Kau who also happens to live in Boise Idaho who won that pile of cash.
Many states only require a few weeks residency to do a name change. I plan on going to a different state and changing my name to Jon Doe, going to another and changing it again to Jack Smith, and just keep doing that till I'm lost. This would probably take less than a year, and I'd love to spend some time traveling the US anyway. Then go to the state I want to live, and have some peace.
Now, if I could be anonymous, I probably wouldn't have to do all that. I'm not super close to my family that they know anything about my present finances other than what anyone could observe from the outside. So I could move into a nicer home and make up something like I got an early retirement package from my company that, combined with my savings, let me buy it. Then tell them I'm doing consulting or contract work part time to pay my living expenses. They'd never know that when I'm supposedly traveling for work I'm really off having fun in Europe or New York or San Francisco or Santa Fe.