Does anyone really win these contests?

Yes. The simple fact is people win sweepstakes every day, from small prizes like a T-shirt or CD,  to life changing prizes like a new car, house or a million dollar cash prize. Will you win the next contest you enter? probably not, but if you continue to enter you will win, sooner or later. Dedicated sweepers typically win prizes on a regular basis, some even make a career out of it, but it takes time and persistence.