ThreadStart with parameters

Yep :

Thread t = new Thread (new ParameterizedThreadStart(myMethod));
t.Start (myParameterObject);

One of the 2 overloads of the Thread constructor takse a ParameterizedThreadStart delegate which allows you to pass a single parameter to the start method. Unfortunately though it only allows for a single parameter and it does so in an unsafe way because it passes it as object. I find it's much easier to use a lambda expression to capture the relevant parameters and pass them in a strongly typed fashion.

Try the following

public Thread StartTheThread(SomeType param1, SomeOtherType param2) {
  var t = new Thread(() => RealStart(param1, param2));
  t.Start();
  return t;
}

private static void RealStart(SomeType param1, SomeOtherType param2) {
  ...
}

You can use lambda expressions

private void MyMethod(string param1,int param2)
{
  //do stuff
}
Thread myNewThread = new Thread(() => MyMethod("param1",5));
myNewThread.Start();

this is so far the best answer i could find, it's fast and easy.

Thread thread = new Thread(Work);
thread.Start(Parameter);

private void Work(object param)
{
    string Parameter = (string)param;
}

The parameter type must be an object.

EDIT:

While this answer isn't incorrect I do recommend against this approach. Using a lambda expression is much easier to read and doesn't require type casting. See here: https://stackoverflow.com/a/1195915/52551