When you need SetConsoleCtrlHandler without globals...

/**
    Generates a handler routine for SetConsoleCtrlHandler, that
    sets hEvent upon invocation without the need for global
    variables (hEvent is attached to the function code).

    Usage:

    PHANDLER_ROUTINE lpfnHandlerRoutine = NULL;

    if(CreateConsoleCtrlEventHandler(hExitEvent, &lpfnHandlerRoutine))
    {
        SetConsoleCtrlHandler(lpfnHandlerRoutine, TRUE);

        // ... code ...

        SetConsoleCtrlHandler(lpfnHandlerRoutine, FALSE);
        VirtualFree(lpfnHandlerRoutine, 0U, MEM_RELEASE);
    }
*/
BOOL WINAPI CreateConsoleCtrlEventHandler(HANDLE hEvent, PHANDLER_ROUTINE* lppfnHandlerRoutine)
{
    static const BYTE z_ucThunkTemplate[] =
    {
        0xC8, 0x00, 0x00, 0x00,         // ENTER    0,0
        0xE8, 0x00, 0x00, 0x00, 0x00,   // CALL     <+0>
        0x58,                           // POP      EAX <- EIP
        0xFF, 0x70, 0x0F,               // PUSH     [EAX+0Fh] <- hEvent
        0xFF, 0x50, 0x0B,               // CALL     [EAX+0Bh] <- SetEvent
        0xC9,                           // LEAVE
        0xC2, 0x04, 0x00,               // RETN     4h
        0x00, 0x00, 0x00, 0x00,         // &SetEvent
        0x00, 0x00, 0x00, 0x00,         // hEvent
    };
    BYTE* lpucBuffer = VirtualAlloc(NULL, sizeof(z_ucThunkTemplate), MEM_COMMIT, PAGE_READWRITE);

    if(lpucBuffer)
    {
        void** const lppSetEvent = (void**)&lpucBuffer[sizeof(z_ucThunkTemplate)-sizeof(void*)*2];
        void** const lppEventHan = (void**)&lpucBuffer[sizeof(z_ucThunkTemplate)-sizeof(void*)*1];

        memcpy(lpucBuffer, z_ucThunkTemplate, sizeof(z_ucThunkTemplate));
        lppSetEvent[0] = &SetEvent;
        lppEventHan[0] = hEvent;

        if(VirtualProtect(lpucBuffer, sizeof(z_ucThunkTemplate), PAGE_EXECUTE_READ, NULL))
        {
            lppfnHandlerRoutine[0] = (PHANDLER_ROUTINE)lpucBuffer;

            return TRUE;
        }

        VirtualFree(lpucBuffer, 0U, MEM_RELEASE);
    }

    return FALSE;
}