Many important parallel applications require multiple flows of control to run on a single processor. In this paper, we present a study of four flow-of-control mechanisms: processes, kernel threads, user-level threads and event-driven objects. Through experiments, we demonstrate the practical performance and limitations of these techniques on a variety of platforms. We also examine migration of these flows-of-control with focus on thread migration, which is critical for application-independent dynamic load balancing in parallel computing applications. Thread migration, however, is challenging due to the complexity of both user and system state involved. In this paper, we present several techniques to support migratable threads and compare the performance of these techniques.