Most states have rules that you have to declare your identity to claim the prize. So no shell corporations, LLCs, law firms, etc. allowed. AFAIK, only Delaware, Kansas, Maryland, North Dakota, Ohio and South Carolina allow you to keep your identity private.
Bill Ford has corporate security protecting him. Mary Barra at GM does too. They probably get whackos coming after them all the time for concealing the existence of the 100 mpg carburetor, etc.