OLYMPIA, WA: It's not every day that a man dressed in drag tries to steal $93 million.

But that's the crisis the Washington Lottery faced recently when Hillary Walls, a con artist with a history of passing himself off as a woman to perpetrate crimes, claimed to be the winner. The real winners were retired couple Richard and Pat Warren.

In September, Washington became the only state West of the Mississippi River to join the Mega Millions multistate game. Two months later, ...