Before revision:  Assuming the diffusion component of the process is nondegenerate and a mild assumption on the singularity of the L\'{e}vy measure, this paper shows that the value function of obstacle problems on an unbounded domain with infinite activity jumps is W^{2,1}_{p, loc}  .
After revision:  Assuming the diffusion component of the process is nondegenerate and a mild assumption on the singularity of the L\'{e}vy measure, this paper shows that the value function of obstacle problems on an unbounded domain with finite/infinite variation jumps is in W^{2,1}_{p, loc} .