Is there a way to attach a debugger to a multi-threaded Python process?

Use Winpdb. It is a platform independent graphical GPL Python debugger with support for remote debugging over a network, multiple threads, namespace modification, embedded debugging, encrypted communication and is up to 20 times faster than pdb.

Features:

• GPL license. Winpdb is Free Software.
• Compatible with CPython 2.3 through 2.6 and Python 3000
• Compatible with wxPython 2.6 through 2.8
• Platform independent, and tested on Ubuntu Gutsy and Windows XP.
• User Interfaces: rpdb2 is console based, while winpdb requires wxPython 2.6 or later.

_{(source: winpdb.org)}