Question

If I have a thread in an infinite loop, is there a way to terminate it when the main program ends (for example, when I press Ctrl+C)?

Answer 1

Check this question. The correct answer has great explanation on how to terminate threads the right way:
Is there any way to kill a Thread in Python?

To make the thread stop on Keyboard Interrupt signal (ctrl+c) you can catch the exception “KeyboardInterrupt” and cleanup before exiting. Like this:

try:
    start_thread()  
except (KeyboardInterrupt, SystemExit):
    cleanup_stop_thread()
    sys.exit()

This way you can control what to do whenever the program is abruptly terminated.

You can also use the built-in signal module that lets you setup signal handlers (in your specific case the SIGINT signal): http://docs.python.org/library/signal.html