The correct way to initialize an embedded Python interpreter in a program that uses multiple threads.

init_python_with_threads.cpp

//  From http://wiki.blender.org/index.php/Dev:2.4/Source/Python/API/Threads
void start_python()
{
  Py_NoSiteFlag = 1;
  Py_SetProgramName("my_program_name");

  Py_Initialize();
  PyEval_InitThreads();
  PyThreadState *py_tstate =  PyGILState_GetThisThreadState();
  PyEval_ReleaseThread(py_tstate);
}

void end_python()
{
  PyGILState_Ensure();
  Py_Finalize();
}

python_gil_lock.hpp

// RAII wrapper for Python GIL locking
struct gil_lock
{
public:
  gil_lock()
    :state(PyGILState_Ensure())
  {
  }

  ~gil_lock()
  {
    PyGILState_Release(state);
  }
private:
  PyGILState_STATE state;
};