This is one way to attempt anonymity. Do this with utmost secrecy. It's a long process but don't be lazy.
1. Resign from your job immediately. No matter how much you love your job, you will find happiness elsewhere with your millions.
2. Legally change your name (plus wife/husband) via a court process in a faraway state. If you live in FL, have the name change in Alaska. Pick a common name like Mary Smith. If you are a dude, pick a girl’s name and vice versa. The murkier the better.
3. Put your house on the market (not looking to make a huge profit) and sell all replaceable items including cars/boats etc. Put cherished belongings in storage, preferably in a neighboring state.
4. With proceeds from yard sale of the year, pay off all debt and close paid off accounts.
5. With new name, apply for new ID, SSN card, new bank account etc.
6. Rent a short term apartment rental in a huge city like NY and keep a very low profile. No loud music etc. Let family and friends know you are taking up a great job offer in the big city.
7. Change your appearance esp. if you have to make a public appearance (some states allow lawyer/ trust rep only). If balding, get a toupee. Fake semi-permanent neck tattoos. Nose ring. Grow out your beard and shave if you already have one. There are professional makeup artists out there who will make you look like a bum/business executive if you choose.
8. Set up some sort of Trust to claim your winnings via a lawyer. Also seek advice from the finance guys etc. Creep back to state where ticket was bought and claim your prize.
9. Once money is in, immediately break the lease on rented apartment. Settle all dues and leave in good terms. Shack up at a hotel, changing location on a weekly basis until the madness dies down.
10. When all the hoopla has subsided, fire your current set of already well paid lawyers and financial advisers.
11. Legally change your names back to your old names, again in a faraway state.
12. Get rid of your makeup. Basically, revert to old self.
13. Buy a not so palatial home in your old town or move to a safe city elsewhere.
14. Hire new set of lawyers if necessary and move all winnings to other new financial vehicles/investments etc.
15. Find a way to explain your new found wealth such as buy a franchise like Burger King and slowly ‘grow’ your businesses for a couple of years. Then sell them all and pretend you are living on your sale proceeds. Chances are you really don’t know how to run a business so why get into it in a ‘real’ way.
16. Enjoy your millions unperturbed.
Now, of course above is not fool proof but it will take great effort for someone to blow you out of the water. Also note that name changes take a while so this plan will take a few months to implement.