In Python, you simply cannot kill a Thread.
If you do NOT really need to have a Thread (!), what you can do, instead of using the threading package (http://docs.python.org/2/library/threading.html), is to use the multiprocessing package (http://docs.python.org/2/library/multiprocessing.html). Here, to kill a process, you can simply call the method:
yourProcess.terminate() # kill the process!
Python will kill your process (on Unix through the SIGTERM signal, while on Windows through the TerminateProcess() call). Pay attention to use it while using a Queue or a Pipe! (it may corrupt the data in the Queue/Pipe)
Note that the multiprocessing.Event and the multiprocessing.Semaphore work exactly in the same way of the threading.Event and the threading.Semaphore respectively. In fact, the first ones are clones of the latters.
If you REALLY need to use a Thread, there is no way to kill your threads directly. What you can do, however, is to use a "daemon thread". In fact, in Python, a Thread can be flagged as daemon:
yourThread.daemon = True # set the Thread as a "daemon thread"
The main program will exit when no alive non-daemon threads are left. In other words, when your main thread (which is, of course, a non-daemon thread) will finish its operations, the program will exit even if there are still some daemon threads working.
Note that it is necessary to set a Thread as daemon before the start() method is called!
Of course you can, and should, use daemon even with multiprocessing. Here, when the main process exits, it attempts to terminate all of its daemonic child processes.
Finally, please, note that sys.exit() and os.kill() are not choices.