Run multiple UI Threads

I don’t think that what you ask is really what you want but creating a message pump per thread is easy, you just have to call Application.Run once per thread.

static class Program
{
    /// <summary>
    /// The main entry point for the application.
    /// </summary>
    [STAThread]
    static void Main()
    {
        Thread t1 = new Thread(Main_);
        Thread t2 = new Thread(Main_);

        t1.Start();
        t2.Start();

        t1.Join();
        t2.Join();
    }

    static void Main_()
    {
        Application.EnableVisualStyles();
        Application.SetCompatibleTextRenderingDefault(false);
        Application.Run(new Form1());
    }
}