How to illustrate multiple threads in sequence diagram?

Question

How can you clearly illustrate multiple threads of execution in a sequence diagram or similar diagram?

I haven't been able to find any clear examples. All diagrams I see are used to illustrate a single thread.

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Update: The accepted answer was the best example I saw but it does leave a fair bit to be desired. I ended up illustrating the threads in separate sequence diagrams. I'm not sure if the sequence diagram necessarily works for multiple threads.

Answer 1

Here is one diagram that may be useful, and on the left-hand side you can see the explanation: http://sdedit.sourceforge.net/multithreading/example/index.html

Answer 2

I found this question on Google and wasn't a huge fan of the accepted answer so I just came up with my own. This is how I represented the threading model in my application (my organization calls it the 'Concurrency Viewpoint'):

Hopefully it helps someone.