Ok, here is my patch "version 4", based on jerry's nothreads_3.patch. Changes between version 3 and 4:

 - test_support: threading_setup() returns (1,) instead of None; reap_threads()
   simply returns the function instead of a dummy decorator
 - regrtest.py: display an error if -j/--multiprocess option is used
 - ctypes/test/test_errno.py, test_smtplib, test_socket, test_asynchat: skip
   some tests, not the whole file
 - test_logging, test_xmlrpc, test_file2k: move decorator from setUp() method
   to the class
 - test_capi: test threading variable value instead of the presence of the
   _test_thread_state function
 - test_capi, test_contextlib: move the decorator from methods to the class
 - test_multiprocessing: import threading (without try/except) after
   _multiprocessing because _multiprocessing depends on threading and so it
   will fail

All tests pass on both builds: with and without threads.

I'm not sure that my changes moving decorators from the setUp() method or other methods to the class is the right thing to do.

FYI tests skipped because of the missing thread module are listed in "xx skips unexped on linux2: ...". I don't think that it's a problem. We discuss about that on IRC and bitdancer suggested to leave regrtest.py unchanged:

"bitdancer> You should *definitely* not disable the skip message just because the threading module is missing, that would defeat the whole purpose of the message."