core.stdc.errno should probably expose the per-thread errno, but it doesn't.  Using the _errno() function instead of the errno macro in errno.c is one way to fix it.  Or possibly defining _MT when compiling the C parts of phobos.

Test case below is only tested with DMD 2.047, but this issue is present in both druntime and Phobos 1.x.  Build with -version=fix to see the fix in action.

---
import core.thread;
import core.stdc.errno : EDOM;
import core.stdc.math;
import std.stdio;
version (fix) { }
else {
	import core.stdc.errno;
}

version (fix) {
	extern (C) int* _errno();
	int errno() { return *_errno(); }
	int errno(int v) { return *_errno() = v; }
}

void main()
{
	pow(-1, 1.5);  // sets EDOM (33)
	assert(errno == EDOM);

	Thread t = new Thread({
            assert(errno == 0);  // fails if using phobos errno
	});
	t.start();

	t.join();
	assert(errno == EDOM);
}
---

I stumpled across this when working on a D wrapper for a C library that uses errno.