I have read several times recently -- and quoted it myself, that there was research into happiness that showed that lottery winners were less happy than paraplegics one year after their life-changing events. I have variously read that their happiness is "the same," and that both " rapidly tend back to their previous levels of happiness," and that the research was done by "two professors in the 1970's."
It's an interesting thought, but I think it's an urban legend. I can find many references to the idea, but I can't find any references to actual research. It also has the smell of an urban legend, fitting nicely with our baser fantasies of the Lucky Ones not really being happy, and our admiration for the plucky spirit of those who overcome hardship. It may be based on some true fragments of the misfortunes of sudden riches, and all the importuning friends and relatives that result, or of actual inspiring stories of people who have enormous obstacles. But I don't think there's a real study to back this up.