I write a python program that that starts several
threads and then waits on them all.  If I use join() to
wait on the threads, there is no way to Stop the
process with Ctrl-C.  

Threading.Thread.join() uses a lock
(thread.allocate_lock())  to put itself on the
"wait_queue".    It then calls thread.Lock.acquire(),
which blocks indefinitely.  Lock.acquire() (at least in
POSIX) seems to work in such a way as to ignore any
signals.  (both semaphore and condition variable type).
    

PyThread_acquire_lock() will not return until the lock
is acquired, even if a signal is sent.   Effectively,
Ctrl-C is "masked" until the lock is released, (the
joined thread is done), and the main thread comes back
to the interpreter and handles the signal, producing a
KeyboardInterrupt Exception.  But not before the lock
is released, which is once the thread is finished,
which is too late if you want to kill the main thread
and have it gracefully stop its child threads.

So the "main" thread has no way to call, join() and
still respond to Ctrl-C in some way.

One solution could be to change threading.Thread.join()
to use other methods of synchronization which respond
to Ctrl-C more effectively.

Another solution would be to have Lock.acquire() throw
a KeyboardInterruped exception like other system calls.
 This IHMO would make the python objects behave more
like Java, which requires catching the
InterruptedException, giving the developer more control
over how to handle this case.