What resources are shared between threads?

You're pretty much correct, but threads share all segments except the stack. Threads have independent call stacks, however the memory in other thread stacks is still accessible and in theory you could hold a pointer to memory in some other thread's local stack frame (though you probably should find a better place to put that memory!).

From Wikipedia (I think that would make a really good answer for the interviewer :P)

Threads differ from traditional multitasking operating system processes in that:

• processes are typically independent, while threads exist as subsets of a process
• processes carry considerable state information, whereas multiple threads within a process share state as well as memory and other resources
• processes have separate address spaces, whereas threads share their address space
• processes interact only through system-provided inter-process communication mechanisms.
• Context switching between threads in the same process is typically faster than context switching between processes.

Something that really needs to be pointed out is that there are really two aspects to this question - the theoretical aspect and the implementations aspect.

First, let's look at the theoretical aspect. You need to understand what a process is conceptually to understand the difference between a process and a thread and what's shared between them.

We have the following from section 2.2.2 The Classical Thread Model in Modern Operating Systems 3e by Tanenbaum:

The process model is based on two independent concepts: resource grouping and execution. Sometimes it is use­ful to separate them; this is where threads come in....

He continues:

One way of looking at a process is that it is a way to group related resources together. A process has an address space containing program text and data, as well as other resources. These resource may include open files, child processes, pending alarms, signal handlers, accounting information, and more. By putting them together in the form of a process, they can be managed more easily. The other concept a process has is a thread of execution, usually shortened to just thread. The thread has a program counter that keeps track of which instruc­tion to execute next. It has registers, which hold its current working variables. It has a stack, which contains the execution history, with one frame for each proce­dure called but not yet returned from. Although a thread must execute in some process, the thread and its process are different concepts and can be treated sepa­rately. Processes are used to group resources together; threads are the entities scheduled for execution on the CPU.

Further down he provides the following table:

Per process items             | Per thread items
------------------------------|-----------------
Address space                 | Program counter
Global variables              | Registers
Open files                    | Stack
Child processes               | State
Pending alarms                |
Signals and signal handlers   |
Accounting information        |

The above is what you need for threads to work. As others have pointed out, things like segments are OS dependant implementation details.