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Most lottery commissions will want to publicize your win. Your anonymity will be short-lived once you've claimed your prize which is why it is so important to be prepared before you cash in your ticket. Change your contact information. Share your new contact information only with close friends and family.
The good news is that in Canada, winnings are not taxed as they are considered to be windfalls unexpected payments that can also include gifts or inheritances. In part, this tax policy derives from the fact that lotteries in Canada are run by charities and governments who benefit from ticket purchases.