http://bugs.python.org/issue21423 and http://bugs.python.org/issue24980 suggest adding an initializer/on_new_thread argument to {Thread,Process}PoolExecutor.  I would like to suggest a more unified API, that would allow not only handling initialization, but also finalization, by adding a {thread,process}_class attribute / constructor argument to {Thread,Process}PoolExecutor, so that one could do:

class MyThread(Thread):
    def run(self):
        initialize()
        try: super().run()
        finally: finalize()

with ThreadPoolExecutor(thread_class=MyThread): ...

Thoughts?