Perhaps a good cure for continuing the marathon of losses in gambling is an internal and deep understanding of the fact that, no matter how you continue to play, you will face losses, it will definitely happen at some point.
I don't think gamblers are new to this though, not even in their worst situation. It just seems as if a force beyond their control keeps pushing them that they can either gain more or recover back their lost money. That's why they keep playing and losing until they are ruined. And that's why I don't see that as a cure, the fire to back it up in them by retraining them is no more there. The sure way to avoid issues at this point is for them to stop gambling immediately. They may now decide to proceed after a break of days, weeks or longer.