So this problem only exists with OpenGL for me and it's preventing me from playing spider-man 2 as it relies on OpenGL 
With the backend set to OpenGL when I exit a game using Esc or Alt+Enter I get full control of my desktop but I can't see anything because dolphin is still in full screen but I'm assuming it has crashed because all I see is the last moment of the game before pressing the Esc key. (Almost like a screen shot taking up the entire screen)
I tried Ctrl+Alt+Del and that just shows a black screen but again I have full control of everything in the background and trying to navigate is a pain as I can see the cursor but it's impossible to try and kill the Dolphin process so I usually just have to hit the power on my PC.
I never have this problem with DirectX and I'm using the latest dev build
Sorry if this is a little confusing

With the backend set to OpenGL when I exit a game using Esc or Alt+Enter I get full control of my desktop but I can't see anything because dolphin is still in full screen but I'm assuming it has crashed because all I see is the last moment of the game before pressing the Esc key. (Almost like a screen shot taking up the entire screen)
I tried Ctrl+Alt+Del and that just shows a black screen but again I have full control of everything in the background and trying to navigate is a pain as I can see the cursor but it's impossible to try and kill the Dolphin process so I usually just have to hit the power on my PC.
I never have this problem with DirectX and I'm using the latest dev build
Sorry if this is a little confusing