Christopher Walken If I Won the Lottery, I'd Buy a YACHT!

3/31/2012 5:00 AM PDT

Christopher Walken -- If I Won Mega Millions, I'd Buy a Yacht!

Christopher Walken either has a dark sense of humor ... or a bad memory ... 'cause the guy says his Lotto dream is to buy a yacht.

Sounds great ... until you remember he was on board Robert Wagner's infamous rented yacht when Natalie Wood mysteriously fell overboard and drowned back in 1981.

Walken was never named as a suspect in the subsequent death investigation ... in fact, nobody was ... and investigators eventually ruled her death as an accident.