Событие выхода из консольного приложения .NET

You can use the ProcessExit event of the AppDomain:

class Program
{
    static void Main(string[] args)
    {
        AppDomain.CurrentDomain.ProcessExit += new EventHandler(CurrentDomain_ProcessExit);           
        // do some work

    }

    static void CurrentDomain_ProcessExit(object sender, EventArgs e)
    {
        Console.WriteLine("exit");
    }
}

Update

Here is a full example program with an empty "message pump" running on a separate thread, that allows the user to input a quit command in the console to close down the application gracefully. After the loop in MessagePump you will probably want to clean up resources used by the thread in a nice manner. It's better to do that there than in ProcessExit for several reasons:

• Avoid cross-threading problems; if external COM objects were created on the MessagePump thread, it's easier to deal with them there.
• There is a time limit on ProcessExit (3 seconds by default), so if cleaning up is time consuming, it may fail if pefromed within that event handler.

Here is the code:

class Program
{
    private static bool _quitRequested = false;
    private static object _syncLock = new object();
    private static AutoResetEvent _waitHandle = new AutoResetEvent(false);

    static void Main(string[] args)
    {
        AppDomain.CurrentDomain.ProcessExit += new EventHandler(CurrentDomain_ProcessExit);
        // start the message pumping thread
        Thread msgThread = new Thread(MessagePump);
        msgThread.Start();
        // read input to detect "quit" command
        string command = string.Empty;
        do
        {
            command = Console.ReadLine();
        } while (!command.Equals("quit", StringComparison.InvariantCultureIgnoreCase));
        // signal that we want to quit
        SetQuitRequested();
        // wait until the message pump says it's done
        _waitHandle.WaitOne();
        // perform any additional cleanup, logging or whatever
    }

    private static void SetQuitRequested()
    {
        lock (_syncLock)
        {
            _quitRequested = true;
        }
    }

    private static void MessagePump()
    {
        do
        {
            // act on messages
        } while (!_quitRequested);
        _waitHandle.Set();
    }

    static void CurrentDomain_ProcessExit(object sender, EventArgs e)
    {
        Console.WriteLine("exit");
    }
}

Для случая CTRL + C вы можете использовать это:

// Tell the system console to handle CTRL+C by calling our method that
// gracefully shuts down.
Console.CancelKeyPress += new ConsoleCancelEventHandler(Console_CancelKeyPress);


static void Console_CancelKeyPress(object sender, ConsoleCancelEventArgs e)
{
            Console.WriteLine("Shutting down...");
            // Cleanup here
            System.Threading.Thread.Sleep(750);
}

The application is a server which simply runs until the system shuts down or it receives a Ctrl+C or the console window is closed.

Due to the extraordinary nature of the application, it is not feasible to "gracefully" exit. (It may be that I could code another application which would send a "server shutdown" message but that would be overkill for one application and still insufficient for certain circumstances like when the server (Actual OS) is actually shutting down.)

Because of these circumstances I added a "ConsoleCtrlHandler" where I stop my threads and clean up my COM objects etc...

Public Declare Auto Function SetConsoleCtrlHandler Lib "kernel32.dll" (ByVal Handler As HandlerRoutine, ByVal Add As Boolean) As Boolean

Public Delegate Function HandlerRoutine(ByVal CtrlType As CtrlTypes) As Boolean

Public Enum CtrlTypes
  CTRL_C_EVENT = 0
  CTRL_BREAK_EVENT
  CTRL_CLOSE_EVENT
  CTRL_LOGOFF_EVENT = 5
  CTRL_SHUTDOWN_EVENT
End Enum

Public Function ControlHandler(ByVal ctrlType As CtrlTypes) As Boolean
.
.clean up code here
.
End Function

Public Sub Main()
.
.
.
SetConsoleCtrlHandler(New HandlerRoutine(AddressOf ControlHandler), True)
.
.
End Sub

This setup seems to work out perfectly. Here is a link to some C# code for the same thing.

If you are using a console application and you are pumping messages, can't you use the WM_QUIT message?