How to terminate a thread when main program ends?

If you make your worker threads daemon threads, they will die when all your non-daemon threads (e.g. the main thread) have exited.

http://docs.python.org/library/threading.html#threading.Thread.daemon

Try enabling the sub-thread as daemon-thread.

For Instance:

Recommended:

from threading import Thread

t = Thread(target=desired_method)
t.daemon = True  # Dies when main thread (only non-daemon thread) exits.
t.start()

Inline:

t = Thread(target=desired_method, daemon=True).start()

Old API:

t.setDaemon(True)
t.start()

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When your main thread terminates (e.g. Ctrl+C keystrokes), other threads will also be killed by the instructions above.

Use the atexit module of Python's standard library to register "termination" functions that get called (on the main thread) on any reasonably "clean" termination of the main thread, including an uncaught exception such as KeyboardInterrupt. Such termination functions may (though inevitably in the main thread!) call any stop function you require; together with the possibility of setting a thread as daemon, that gives you the tools to properly design the system functionality you need.

Check this question. The correct answer has great explanation on how to terminate threads the right way: Is there any way to kill a Thread in Python?

To make the thread stop on Keyboard Interrupt signal (ctrl+c) you can catch the exception "KeyboardInterrupt" and cleanup before exiting. Like this:

try:
    start_thread()  
except (KeyboardInterrupt, SystemExit):
    cleanup_stop_thread()
    sys.exit()

This way you can control what to do whenever the program is abruptly terminated.

You can also use the built-in signal module that lets you setup signal handlers (in your specific case the SIGINT signal): http://docs.python.org/library/signal.html