Jeroen Ruigrok posted some links to papers about checkpointing and threads:
A User-level Checkpointing Library for POSIX Threads Programs:
http://citeseer.nj.nec.com/james99userlevel.html
Checkpointing and its applications:
http://citeseer.nj.nec.com/wang95checkpointing.html
Migratory applications:
http://citeseer.nj.nec.com/bharat95migratory.html
Also see this paper about checkpointing with the L4 microkernel.
Papers at: http://www.l4ka.org/publications/