You are allowed to if you want to but I don't know if it is possible either because they will make more and deliver them to the store. However I don't believe there is a lawn against it, yet. . . anyway!! I hope this answers your question.
I suspect your really asking "....how much taxes will you ultimately pay ...", which is generally different than how much will be taken out, or "withheld" to assure your ultimate payment. It is...
The answer may vary depending on the country or state you are in, so this is not definitive advice. However generally, I believe you can only write off the cost of losing tickets if you have a win...