完全に機能する例は、ctrl-cで動作し、Xでウィンドウを閉じてkillします。
using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.InteropServices;
using System.Text;
using System.Threading;
namespace TestTrapCtrlC {
    public class Program {
        static bool exitSystem = false;
        #region Trap application termination
        [DllImport("Kernel32")]
        private static extern bool SetConsoleCtrlHandler(EventHandler handler, bool add);
        private delegate bool EventHandler(CtrlType sig);
        static EventHandler _handler;
        enum CtrlType {
            CTRL_C_EVENT = 0,
            CTRL_BREAK_EVENT = 1,
            CTRL_CLOSE_EVENT = 2,
            CTRL_LOGOFF_EVENT = 5,
            CTRL_SHUTDOWN_EVENT = 6
        }
        private static bool Handler(CtrlType sig) {
            Console.WriteLine("Exiting system due to external CTRL-C, or process kill, or shutdown");
            //do your cleanup here
            Thread.Sleep(5000); //simulate some cleanup delay
            Console.WriteLine("Cleanup complete");
            //allow main to run off
            exitSystem = true;
            //shutdown right away so there are no lingering threads
            Environment.Exit(-1);
            return true;
        }
        #endregion
        static void Main(string[] args) {
            // Some boilerplate to react to close window event, CTRL-C, kill, etc
            _handler += new EventHandler(Handler);
            SetConsoleCtrlHandler(_handler, true);
            //start your multi threaded program here
            Program p = new Program();
            p.Start();
            //hold the console so it doesn’t run off the end
            while (!exitSystem) {
                Thread.Sleep(500);
            }
        }
        public void Start() {
            // start a thread and start doing some processing
            Console.WriteLine("Thread started, processing..");
        }
    }
}