app.config

<?xml version="1.0" encoding="utf-8"?>
<configuration>
  <configSections>
    <section name="MessageForwardingInCaseOfFaultConfig" type="NServiceBus.Config.MessageForwardingInCaseOfFaultConfig, NServiceBus.Core" />
    <section name="TransportConfig" type="NServiceBus.Config.TransportConfig, NServiceBus.Core" />
  </configSections>
  <MessageForwardingInCaseOfFaultConfig ErrorQueue="error" />
  <TransportConfig MaxRetries="0" MaximumConcurrencyLevel="1" MaximumMessageThroughputPerSecond="0" />
</configuration>

packages.config

<?xml version="1.0" encoding="utf-8"?>
<packages>
  <package id="NServiceBus" version="5.2.4" targetFramework="net452" />
  <package id="NServiceBus.RabbitMQ" version="3.5.0" targetFramework="net452" />
  <package id="RabbitMQ.Client" version="4.1.0" targetFramework="net452" />
</packages>

Program.cs

using System;
using NServiceBus;
using NServiceBus.Features;
using NServiceBus.Settings;

namespace ServiceControlFailureCollapsing
{
    class Program
    {
        static void Main(string[] args)
        {
            using (var p = Bus.Create(CreateConfig("P")).Start())
            using (var s1 = Bus.Create(CreateConfig("S1")).Start())
            using (var s2 = Bus.Create(CreateConfig("S2")).Start())
            {
                s1.Subscribe<MyEvent>();
                s2.Subscribe<MyEvent>();

                p.Publish(new MyEvent());
            }

            Console.ReadLine();
        }

        static BusConfiguration CreateConfig(string endpoint)
        {
            var subConfig1 = new BusConfiguration();
            subConfig1.EndpointName(endpoint);
            subConfig1.UseTransport<RabbitMQTransport>().ConnectionString("host=localhost");
            subConfig1.UsePersistence<InMemoryPersistence>();
            subConfig1.DisableFeature<AutoSubscribe>();
            subConfig1.DisableFeature<SecondLevelRetries>();
            return subConfig1;
        }
    }

    class MyEventHandler : IHandleMessages<MyEvent>
    {
        public ReadOnlySettings Settings { get; set; }

        public void Handle(MyEvent message)
        {
            throw new Exception(Settings.LocalAddress().Queue);
        }
    }

    class MyEvent : IEvent
    {
    }
}