It sucks when playing by the rules too.

Last game of monopoly we played strictly by the rules with four players. So I'm coming around the board and can know the the most likely outcome is that I'm going to land on a property with a hotel and go bankrupt. According to the rules I'd have to hand over all of my properties to that person that person just won the game even though there would still be three players. There's nearly zero probability that someone with a big pile of cash that owns half the properties with hotels on a bunch of them already will ever lose.

So before rolling the dice, I sold all of my houses. Band made a couple of deals with the youngest family member in the game. First deal, I bought the electric company for all the money I had. Second deal, I sold all of my property (including the electric company) for $1 to that same player. Rolled the dice and as expected, landed on a property with a hotel. Handed over the $1 I had and I was out. This is all fine to do within the rules.

It actually made for an interesting game after that because the players left were evenly matched. But not everyone saw it that way so we never played again.

Really the properties should go back to the bank if someone goes bankrupt, otherwise a game with more than two people is effectively over as soon as the the first person goes bankrupt. Still nothing you can do about someone just setting up someone else to win by making a bad deal (whether intentionally or not).

It's just kinda a shit game no matter what you do.