It's impossible for any player to win in the end or always win when the house has the edge.
Occasionally someone can walk away at the right time after a big win, but it's very difficult.
The people that are making money consistently through gambling are called grinders...it's possible to do in some games like poker when you're able to read people, not against computers where the odds are fixed.
Check out the movie Rounders, you'll love it.
I don't think that exist such kind of people of players. Are only urban legends. There exist only one rule in and about every gambler game. The loss of all the money in long term. Maybe are very few them which are excluded from this rule. And, if exist (I doubt highly in this) these people cannot be taken as example in any way. Must be very very few. If exist, are only the smartest ones who play always with little amounts, who when loss these amounts go at home, who if win don't play more but go at home and who the next day after the win, play the exact same amount like the other days (following always the same rules).
I think that this kind of players exist only in theory because everyone in long term are attempted to not respect these rules one day. If they will not respect those then everything change and they in long term will lose all their money. The same like all the other players.According to me any human kind cannot resist at the addiction which can be created by gambling when it is played in continuation.