SBCL supports a fairly low-level threading interface that maps onto the host operating system's concept of threads or lightweight processes. This means that threads may take advantage of hardware multiprocessing on machines that have more than one CPU, but it does not allow Lisp control of the scheduler. This is found in the SB-THREAD package.
This requires Linux (2.6+ or systems with NPTL backports) running on the x86 or x86-64 architecture, or SunOS (Solaris) on the x86. Support for threading on Darwin (Mac OS X) and FreeBSD on the x86 is experimental.