Canadians can win it but you have to buy the ticket in person in one of the 44 states that's involved in the mega millions lottery or try to find a reputable site/outfit that can do it online like Congalotto (never used them). One problem is trying to fund such a transaction since all the credit card companies blacklist such sites like they do all gambling sites, even though it's not illegal in Canada they still do it because it's illegal in the US.
The whole CC hassle put me off and the chance of actually winning (even if the odds are out there) then getting caught up in a dispute with whoever actually bought the ticket on my behalf would suck, because you know it would happen for ~450 million. Just 450 million reasons to litigate. I'm hoping eventually some state creates an online system that would be open to out of state players.
Here's hoping some canuck wins. It looks like the US has collectively dropped a cold 1.5 Billion on this one.