The following code executes a thread that prints a message every second while the main thread shows a python shell. 
It will run fine and if one leaves the interpreter with <Ctrl-D> python will exit cleanly.
However if one press <Ctrl-C> to kill the interactive interpreter and then exits python or press return a couple of time you get a core dump.

My platform is:
   HP-UX te35 B.11.00 A 9000/785 2015352223 two-user license

I am running Python 2.0
This is the code of the test program:

#!/usr/local/bin/python
import time, threading, whrandom, code, sys

class MyThread(threading.Thread):
    """ reports once per second
    """
    def run(self):
        while 1:
            print "alive ...."
            time.sleep(1)
        print self.getName(), "is DONE"


if __name__ == '__main__':
    threadList = []

    # Create MyThread() threads
    t = MyThread()
    t.setDaemon(1)
    t.start()

    # This is the main thread ... since there is only one other
    # thread and it is a 'daemon', killing the main thread kills
    # the whole thing.
    locals = sys.modules['__main__'].__dict__
    code.interact(locals)

I can reproduce this on RH Linux, but not running Python under gdb.

Logged In: YES 
user_id=6380

I'm tentatively closing this; thread_pthread.h rev 2.33
blocks signals during thread creation, causing threads to be
started with all signals off. Please check that this in fact
resolves the problem.