Console.CancelKeyPress事件用于此目的，其用法如下：

public static void Main(string[] args)
{
    Console.CancelKeyPress += delegate {
        // call methods to clean up
    };

    while (true) {}
}

当用户按Ctrl+C时，委托中的代码将运行，程序将退出。这允许您通过调用必要的方法来执行清理。请注意，在执行委托之后没有代码。
在其他情况下，这并不能解决问题。例如，如果程序当前正在执行无法立即停止的重要计算。在这种情况下，正确的策略可能是告诉程序在计算完成后退出。下面的代码给出了如何实现这一点的示例：

class MainClass
{
    private static bool keepRunning = true;

    public static void Main(string[] args)
    {
        Console.CancelKeyPress += delegate(object? sender, ConsoleCancelEventArgs e) {
            e.Cancel = true;
            MainClass.keepRunning = false;
        };
        
        while (MainClass.keepRunning) {
            // Do your work in here, in small chunks.
            // If you literally just want to wait until Ctrl+C,
            // not doing anything, see the answer using set-reset events.
        }
        Console.WriteLine("exited gracefully");
    }
}

这段代码和第一个例子的区别在于e.Cancel被设置为true，这意味着执行在委托之后继续。如果运行，程序等待用户按Ctrl+C。当发生这种情况时，keepRunning变量改变值，导致while循环退出。这是一种使程序优雅退出的方法。

参见MSDN：
Console.CancelKeyPress Event
带有代码示例的文章：
Ctrl-C and the .NET console application

我想补充一下Jonas' answer，在bool上旋转会导致100%的CPU利用率，并且在等待CTRL+C时浪费大量的能量。
更好的解决方案是使用ManualResetEvent来实际“等待”CTRL+C：

static void Main(string[] args) {
    var exitEvent = new ManualResetEvent(false);

    Console.CancelKeyPress += (sender, eventArgs) => {
                                  eventArgs.Cancel = true;
                                  exitEvent.Set();
                              };

    var server = new MyServer();     // example
    server.Run();

    exitEvent.WaitOne();
    server.Stop();
}

下面是一个完整的工作示例。粘贴到空的C#控制台项目：

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 biolerplate 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..");
        }
    }
}

这个问题非常类似于：
Capture console exit C#
下面是我解决这个问题的方法，处理用户按下X和Ctrl-C键的情况。注意ManualResetEvents的使用。这将导致主线程休眠，从而释放CPU来处理其他线程，同时等待退出或清理。注意：有必要在main结束时设置TerminationCompletedEvent。如果不这样做，将导致终止时出现不必要的延迟，因为在终止应用程序时操作系统超时。

namespace CancelSample
{
    using System;
    using System.Threading;
    using System.Runtime.InteropServices;

    internal class Program
    {
        /// <summary>
        /// Adds or removes an application-defined HandlerRoutine function from the list of handler functions for the calling process
        /// </summary>
        /// <param name="handler">A pointer to the application-defined HandlerRoutine function to be added or removed. This parameter can be NULL.</param>
        /// <param name="add">If this parameter is TRUE, the handler is added; if it is FALSE, the handler is removed.</param>
        /// <returns>If the function succeeds, the return value is true.</returns>
        [DllImport("Kernel32")]
        private static extern bool SetConsoleCtrlHandler(ConsoleCloseHandler handler, bool add);

        /// <summary>
        /// The console close handler delegate.
        /// </summary>
        /// <param name="closeReason">
        /// The close reason.
        /// </param>
        /// <returns>
        /// True if cleanup is complete, false to run other registered close handlers.
        /// </returns>
        private delegate bool ConsoleCloseHandler(int closeReason);

        /// <summary>
        ///  Event set when the process is terminated.
        /// </summary>
        private static readonly ManualResetEvent TerminationRequestedEvent;

        /// <summary>
        /// Event set when the process terminates.
        /// </summary>
        private static readonly ManualResetEvent TerminationCompletedEvent;

        /// <summary>
        /// Static constructor
        /// </summary>
        static Program()
        {
            // Do this initialization here to avoid polluting Main() with it
            // also this is a great place to initialize multiple static
            // variables.
            TerminationRequestedEvent = new ManualResetEvent(false);
            TerminationCompletedEvent = new ManualResetEvent(false);
            SetConsoleCtrlHandler(OnConsoleCloseEvent, true);
        }

        /// <summary>
        /// The main console entry point.
        /// </summary>
        /// <param name="args">The commandline arguments.</param>
        private static void Main(string[] args)
        {
            // Wait for the termination event
            while (!TerminationRequestedEvent.WaitOne(0))
            {
                // Something to do while waiting
                Console.WriteLine("Work");
            }

            // Sleep until termination
            TerminationRequestedEvent.WaitOne();

            // Print a message which represents the operation
            Console.WriteLine("Cleanup");

            // Set this to terminate immediately (if not set, the OS will
            // eventually kill the process)
            TerminationCompletedEvent.Set();
        }

        /// <summary>
        /// Method called when the user presses Ctrl-C
        /// </summary>
        /// <param name="reason">The close reason</param>
        private static bool OnConsoleCloseEvent(int reason)
        {
            // Signal termination
            TerminationRequestedEvent.Set();

            // Wait for cleanup
            TerminationCompletedEvent.WaitOne();

            // Don't run other handlers, just exit.
            return true;
        }
    }
}

Console.TreatControlCAsInput = true;对我很有效。

我可以在退出之前进行一些清理。做这件事的最好方法是什么这才是真实的的目标：陷阱退出，制作你自己的东西。上面的答案都不正确。因为，Ctrl+C只是退出应用程序的众多方法之一。
在dotnet c#中，它需要什么--所谓的 * 取消令牌 * 传递给Host.RunAsync(ct)，然后在退出信号陷阱中，对于Windows，它将是

private static readonly CancellationTokenSource cts = new CancellationTokenSource();
    public static int Main(string[] args)
    {
        // For gracefull shutdown, trap unload event
        AppDomain.CurrentDomain.ProcessExit += (sender, e) =>
        {
            cts.Cancel();
            exitEvent.Wait();
        };

        Console.CancelKeyPress += (sender, e) =>
        {
            cts.Cancel();
            exitEvent.Wait();
        };

        host.RunAsync(cts);
        Console.WriteLine("Shutting down");
        exitEvent.Set();
        return 0;
     }

...

检测SIGTERM和Ctrl+C：

CancellationTokenSource ctSource = new();
CancellationToken ct = ctSource.Token;

void ExitHandler()
{
    // You can add any arbitrary global clean up
    Console.WriteLine("Exiting...");
    ctSource.Cancel();
}

// Assign exit handler to be called when the process is terminated
// or the user hits CTRL+C
AppDomain.CurrentDomain.ProcessExit += (sender, args) => ExitHandler();
Console.CancelKeyPress += (sender, args) => ExitHandler();

// Then you can use the cancellation token to check for exit:
Console.WriteLine("Ready to gracefully shut down!");
while (!ct.IsCancellationRequested)
{
    Console.WriteLine($"Exit not detected, waiting another 10s.");
    Task.Delay(10000, ct).Wait(ct);
}