Ban them from your home. It could be a limited ban, or a lifetime ban, but ban them. Seriously, we have gone through a lot of this (though, bless your heart, nothing as bad as your OP) and the only message they get is to be refused entry. DH should be the one to explain to them that their visiting is no longer convenient, because it is his family.
It sounds like they have been using you and your DH for free food, lodging, and entertainment. My rule now is, if my in-laws want to visit, that's fine. I can recommend many nice hotels not far from the house. Too expensive, you say? Then maybe we should save the visit for a time when we can all enjoy ourselves more. If they do come, I set pretty clear time limits: no activities before 8:00 a.m., no activities that extend past 7:00 p.m. My house will be quiet and empty of all save us by that time, and no discussion about it. I know it sounds harsh, but that has been my experience, and it is much better for me to be up front and firm (not rude, though) about my expectations rather than grumbling and being PA about it.