Real Multithreading is not possible with uno,mega type of boards . only arduino due can have multithreading ... but i am not getting any example of multithreading on due ...
But first let us step back and look at the hardware. In a broader sense multi-tasking is already going on even in the Arduino core. The AVR MCUs contain a number of hardware modules that can be run concurrently with the processor. Some examples; ADC, UART, SPI, TWI, Watchdog, Timer, etc.
In Cosa I have implemented several methods of achieving multi-threading; periodic functions, state-machines, proto-threads and coroutines. Below are links to example sketches;
The Cosa Nucleo (multi-threading) Blink example sketch uses three threads; LED that does the blink, Controller that changes the blink frequency, and the main thread that performs low-power sleep while waiting to the next time event. The sketch is possible to run on an ATtiny84 with only 512 bytes of SRAM.
I personally worked with scmRTOS's port for Arduino and liked it. It's seamless and a nice RTOS for getting started with.
The Arduino port is almost 2 years old and haven't seen much updates on it from the Author, but it works out of the box. Lemme know if anyone needs a copy of the Libraries.
personally worked with freeRTOS, chibiOS port for Arduino UNO (basically all the 8bitters supported by Arduino) and it works sweet.
If you are looking for some ultra sexy threading stuff then look towards ARM uC or more specifically the parallax propeller(certain uC's have 8 cores!!).