r = '''
a(b(c[d]))
'''
from threading import Thread
from compiler import parse
Thread(target = parse, args = (r,)).start()

leads to 
Bus error (core dumped)

When runs not in thread everything is OK.
OS FreeBSD 5.4.
Python 2.5.1 (seems that 2.5 also has this error)
(Runs perfectly on Linux, and on FreeBSD with Python 2.4)

No problem either on Windows with 2.4.3 and 2.5 (2.5.1 untested)

Actually here is the simpler test cases:
r = '(((a)))'
or
r = '[[[a]]]'

info threads in GDB prints folowing:
  4 Thread 2 (LWP 100196)  0x281a02fb in pthread_testcancel () from /usr/lib/libpthread.so.1
* 3 Thread 3 (LWP 100119)  0x28195aca in _pthread_mutex_lock () from /usr/lib/libpthread.so.1
  2 Thread 1 (runnable)  0x28198207 in pthread_mutexattr_init () from /usr/lib/libpthread.so.1
I can also attach traceback if it can help.

Does it means that something wrong with libpthread?

The compiler package is written in pure Python, so no matter what statements it makes, it should not crash the interpreter.

Given that this is not easily reproducable on other systems, chances are high that this is indeed an operating system bug or limitation.

> The compiler package is written in pure Python, so no matter what
> statements it makes, it should not crash the interpreter.

This is not entirely true, it uses the C-written parser module to parse
its input.

FWIW, I cannot get the OP's script to fail on Py2.5.1 on either Windows XP or on Gentoo Linux.

This works on Fedora 6 and Python 2.5.1