Does anyone know what the problem here? There is no Thread Window in Debug menu. I am using full VS2010 (Ultimate SP1).
I marked a thread as a duplicate of this one but the author was also looking for the Tasks window. Adding this answer to be clear that it is under the same menu option in newer versions of Visual Studio.
As per the answer, you need to be in debug mode for this option to show up.
The Threads window option only becomes available while actually Debugging a process.
Choose "Start Debugging", then go back to the same menu, and Threads (as well as many other options) will appear.
You need to be debugging in order to have the option show up in the menu: