A recent application I wrote that had to use multithreading (although not unbounded number of threads) was one where I had to communicate in several directions over two protocols, plus monitoring a third resource for changes. Both protocol libraries required a thread to run the respective event loop in, and when those were accounted for, it was easy to create a third loop for the resource monitoring. In addition to the event loop requirements, the messages going through the wires had strict timing requirements, and one loop couldn't be risked blocking the other, something that was further alleviated by using a multicore CPU (SPARC).
There were further discussions on whether each message processing should be considered a job that was given to a thread from a thread pool, but in the end that was an extension that wasn't worth the work.
All-in-all, threads should if possible only be considered when you can partition the work into well defined jobs (or series of jobs) such that the semantics are relatively easy to document and implement, and you can put an upper bound on the number of threads you use and that need to interact. Systems where this is best applied are almost message passing systems.