I used a lottery concierge service to buy a US lottery ticket online. I am not a US citizen. In the unlikely event of my winning, can I claim the prize if I come to the US and have the ticket with me? Would it be illegal in any way?
I checked California's lottery. Their claim form simply states that you must declare whether you are a citizen, US resident alien, or neither. If you're one of the first two, the California Lottery will withhold 25% for federal taxes. If you're neither, they will withhold 28%. If you do not declare one of these, they'll withhold 30%.
I don't have an easy way to grab the exact link, but the form is available on the California Lottery website.
I do not know if the same information holds true for multi-state lotteries like PowerBall.
No, you cannot. Selling (and buying) remotely, or even bringing in your luggage lottery tickets cross-borders is a Federal crime punishable by up to two years in prison. Exceptions exist where there's an explicit agreement to allow that between the States which borders you're crossing (which, for the Federal border, are none).