I have a really specific need : 
I want to create a python console with a Qt Widget, and to be able to have several independent interpreters.
Now let me try to explain where are my problems and all tries I did, in order of the ones I'd most like to make working to those I can use by default

The first point is that all functions in the Python C API (PyRun[...], PyEval[...] ...) need the GIL locked, that forbid any concurrent code interpretations from C ( or I'd be really glad to be wrong !!! :D )
Therefore, I tried another approach than the "usual way" : I made a loop in python that call read() on my special file and eval the result. This function (implemented as a built extension) blocks until there is data to read. (Actually, it's currently a while in C code rather than a pthread based condition)
Then, with PyRun_simpleString(), I launch my loop in another thread. This is where the problem is : my read function, in addition to block the current thread (that is totally normal), it blocks the whole interpreter, and PyRun_simpleString() doesn't return...
Finally I've this last idea which risks to be relatively slow : To have a dedicated thread in C++ which run the interpreter, and do every thing in python to manage input/output. This could be a loop which creates the jobs when there is a console needing to execute a command. Seems not to be really hard to do, but I prefer ask you : is there a way to make the above possibilities to work, or is there another way I didn't think about or is my last idea the best ?
If your main requirement is to have several interpreters independent from each other, you'd probably better suited doing fork() and exec() than doing multithreading.
This way each of the interpreters would live in it's own address space not disturbing one of the others.
Python & C/C++ multithreading : run several threads executing python in the background of C