Please try using this CVS snapshot:

  http://snaps.php.net/php5.2-latest.tar.gz
 
For Windows (zip):
 
  http://snaps.php.net/win32/php5.2-win32-latest.zip

For Windows (installer):

  http://snaps.php.net/win32/php5.2-win32-installer-latest.msi

Should be fixed already.

Problem exists also in the latest snapshots
C:\>php -v
PHP 5.2.5-dev (cli) (built: Oct 18 2007 08:04:14)
Copyright (c) 1997-2007 The PHP Group
Zend Engine v2.2.0, Copyright (c) 1998-2007 Zend Technologies
Error in my_thread_global_end(): 1 threads didn't exit

There is no code example needed because a simple php -v or -m shows the error. To avoid problem with existing libmysql.dll the mysqld was deinstalled befor testing.

What MySQL extensions do you have installed? MySQL, MySQLi and pdo_mysql?

What version of libmysql does the phpinfo page show?

Its only ext/mysql and no pdo used.

c:\php -i 
[..]
mysql

MySQL Support => enabled
Active Persistent Links => 0
Active Links => 0
Client API version => 5.0.45

[..]
If you did not receive a copy of the PHP license, or have any
questions about PHP licensing, please contact license@php.net.
Error in my_thread_global_end(): 1 threads didn't exit


As a workaround the libmysql.dll from the old 5.2.1 works. But this was already mentioned in earlier posts.

I have verified that there is no other libmysql.dll on the system. A test with a renamed file give the "canot load ...." error because no libmysql.dll was found.

I can confirm this on Win2000 using MySQL libmysql (5.0.45) and with the DLL from the latest snapshot.  Oddly, it works with the 5.2.3 php_mysql/i.dlls.  Also checked to see if libmysql.dll existed elsewhere (MySQL GUI Tools) and fixed that.  To verify that the correct paths and DLLs are being read, I used 'Process Explorer' from Microsoft (formerly SysInternals).

I can't get the same result on XP Pro SP2 nor Win2003 Server.  I don't have the php_mysqli.dll source, but did sniff it with a plug-in.  Some additions (e.g. mysql_thread_init()) might have something to do with it??

I am also getting this error on a fresh Windows build simply by using the <?php phpinfo(); ?> script. I can also confirm that using libmysql.dll from PHP 5.2.1 appears to fix the issue. My server details are; 

Windows 2003 R2 SP2 32bit 
IIS 6
PHP 5.2.4 (CGI)
MySQL Server 5.0.45

Please try to use libmysql from 5.2.1, then problem should be solved. 5.2.4 is broken and there is a fix in 5.2.5-dev, RC1 of 5.2.5 is already out, thus a fixed version is pending. The fixed version will include libmysql 5.0.45 which will work together with PHP5. Due to a bug in PHP 5.2.4 libmysql 5.0.45 doesn't work, and gives that error.

No feedback was provided for this bug for over a week, so it is
being suspended automatically. If you are able to provide the
information that was originally requested, please do so and change
the status of the bug back to "Open".

I am also experiencing this error any time any of the mysql extensions are uncommented.

PHP 5.2.5 (cli) (built: Nov  8 2007 23:18:51)
Copyright (c) 1997-2007 The PHP Group
Zend Engine v2.2.0, Copyright (c) 1998-2007 Zend Technologies

I tried to post the complete PHP info dump but the wack job spam filter won't let me.

Not resolved(Remote host)!

It's a dupe, I don't have the exact bug number handy.