Pass Parameters through ParameterizedThreadStart

lazyberezovsky has the right answer. I want to note that technically you can pass an arbitrary number of arguments using lambda expression due to variable capture:

var thread = new Thread(
       () => DoMethod(a, b, c));
thread.Start();

This is a handy way of calling methods that don't fit the ThreadStart or ParameterizedThreadStart delegate, but be careful that you can easily cause a data race if you change the arguments in the parent thread after passing them to the child thread's code.

Use overloaded Thread.Start method, which accepts object (you can pass your custom type or array if you need several parameters):

Foo parameter = // get parameter value
Thread thread = new Thread(new ParameterizedThreadStart(DoMethod));
thread.Start(parameter);

And in DoMethod simply cast argument to your parameter type:

private void DoMethod(object obj)
{
    Foo parameter = (Foo)obj;
    // ...    
}

BTW in .NET 4.0 and above you can use tasks (also be careful with race conditions):

Task.Factory.StartNew(() => DoMethod(a, b, c));

Instead of creating a class to pass in multiple parameters as @user1958681 has done, you could use anonymous types, then just use the dynamic typing to extract your parameters.

class MainClass
{
    int A = 1;
    string B = "Test";

    Thread ActionThread = new Thread(new ParameterizedThreadStart(DoWork));    
    ActionThread.Start(new { A, B});
}

Then in DoWork

private static void DoWork(object parameters)
{
   dynamic d = parameters;

    int a = d.A;
    string b = d.B;
 }