You could even provide this behaviour for the main thread of current systems, by providing a terminate_handler that does thread_terminate, rather than abort.
A quick bit of experimenting shows that MSVC6 has a terminate_handler per thread, whereas g++ 3.1 (mingw32) uses a single terminate_handler for all threads, as does g++3.1 (sparc-solaris-2.7) and Sun Workshop 6u2 (sparc-solaris-2.7), and that setting the terminate_handler to a function that does the appropriate ExitThread or pthread_exit call works as expected in all cases, terminating just the thread that caused the violation (either by leaking an exception, or a throw without a current exception).
I think this is a reasonable position. The only caveat is that if an exception is thrown before the terminate handler has been set, abort will be called. This should only be an issue for apps that start threads before main has begun, and we can ensure that the terminate handler is set when create_thread is called.
Anthony