Please be aware that the answers here are not going to be a statistically representative answer to "actually using". Already I see a number of "X is nice" answers.
I've personally used Windows Threads on many a project. The other API I have seen in wide use is pthreads. On the HPC front, MPI is still taken seriously by the people using it I don't - it combines all the elegance of C++ with the performance of Javascript. It survives because there is no decent alternative. It will lose to tighly coupled NUMA machines on one side and Google-style map-reduce on the other.