The original version of Megabucks was launched by International Game Technology (IGT) in Nevada in March 1986. The world's first wide-area linked-progressive slot machine system, it debuted with a base top jackpot of $1 million, which was subsequently raised to $7 million, and then again, in September 2005, to $10 million. The game is now available in multiple gaming jurisdictions, but we assume your question pertains specifically to Nevada.
We could only locate archival jackpot-location data for Nevada going back to 1995, and since that year the top prize has hit twice at several casinos, including: MGM Grand (2000 and 2004); Fremont (2003 and 2007); Palms (2004 and 2008); Wynn (twice in 2006); and Aria (twice in 2011).
Not only has the jackpot hit twice at the same casino, but it's also been hit twice by the same man. In 1989, Las Vegas local Elmer Sherwin hit for $4.6 million at the Mirage. Then on Sept 15., 2005, he made history by hitting his second Megabucks jackpot, for $21.1 million, at the Cannery in North Las Vegas.