What is new in multithreading in Delphi XE?

Also, in addition to what's already been mentioned:

• there's TExternalThread wrapper for external threads (accessible via TThread.CurrentThread class property).
• while debugging in the IDE, you can now freeze and thaw individual threads.
• a lot of new stuff in SyncObjs unit: support for condition variables, TLightweightEvent, TLightweightSemaphore, TSpinLock, TSpinWait, TInterlocked and more...

[You can set thread name: TThread.NameThreadForDebugging.] (implemented in D2010 as David pointed out)

You can create anonymous thread (a thread that executes anonymous function and doesn't need a TThread descendant object): TThread.CreateAnonymousThread.

Delphi threading frameworks are discussed here:

• Delphi - Threading Frameworks;
• How Do I Choose Between the Various Ways to do Threading in Delphi?