When real-estate agent Jason Haber first viewed Bernard Madoff’s penthouse on Manhattan’s Upper East Side in 2009, he saw Mr. Madoff’s personal belongings still in the apartment—as if the disgraced financier had just stepped out of the room. White polo shirts were stacked in a drawer. An electric shaver sat on the bathroom vanity.

“It was so awkward because you knew it was all his and it felt weird being there,” said Mr. Haber of Warburg Realty, who was vying to get the listing from the government. “There were federal agents...