Congratulations on winning the Oregon Lotto!
You should file an "Oregon Individual Income Tax Return For Non-Resident Form 40N."
Oregon Tax Law states that "Payments over $600 from a single ticket are fully taxable and will be reported by the Oregon Lottery Commission to the IRS on Form 1099. Amounts paid out that are more than $5,000 will have 8 percent withheld for Oregon taxes."
This effectively means that your lottery winnings were withheld at a flat 8%. But, this might be a higher % withholding as the following link shows that Oregon State has 3 tax rates starting from 5% at the lowest rate and 9%. How many Individual Income Tax Rates does Oregon State have for Tax Year 2008?
Thus, you should file the Oregon Individual Income tax return and there is a very strong possibility that you might be entitled to a tax refund.