I drew the event FREE SAMPLES in the city and opponent cast lightning bolt on me. Diet the event still go to graveyard?

The Event goes to the discard pile only if it is encountered. If an Event is encountered, then it must be resolved.

The Lightning Bolt Spell is cast at any time and interrupts any actions you're taking, but if you didn't encounter a card to its full extent the card has not been encountered really, so you leave it on the space where it was drawn.