People in 44 U.S. states plus the District of Columbia and the U.S. Virgin Islands are eligible to play Mega Millions, which means plenty of potential victims for scammers. Who doesn't dream about winning the lottery? Many people spend hours thinking about what they would do with their winnings. Stop working, pay off all of their debts, buy a new house. Danielle Massey of Shreveport recently received a letter saying she had won the Mega Millions, but she avoided the scam by being aware.