Killing a blocking thread in python?

It seems that there is no way of killing a blocking thread in python? The standard way of implementing thread death seems to be to implement an exit() method on the class which is the thread, and then call that when you want the thread to die. However, if the run() method of the thread class is blocking when you call exit(), then the thread doesn’t get killed. I can’t find a way of killing these threads cleanly on Linux — does anyone have any hints?