AFAIK a thread is part of a process. If a process is killed then all threads associated with that process die.
An example of where you'd use processes would be for the bash shell. Each time you process a command, you'd fork a sub-process the execute it.
An example of where you'd use threads would be for software raid driver (esp during parity recovery). You could lauch a whole load of threads to read the disk blocks asynchronously, and then whichever stripe came back first you could reconstruct the missing data from parity, and if the last read to complete was for the first block then you'd only have one parity calculation left to compute, because the other threads had already completed everything else whilst this thread was waiting.