I have a python script that uses threads and makes lots of HTTP requests. I think what's happening is that while a HTTP request (using urllib2) is reading, it's blocking and not responding to CtrlC to stop the program. Is there any way around this?
On a mac / in Terminal: 

Show Inspector (right click within the terminal window or Shell >Show Inspector)
click the Settings icon above "running processes"
choose from the list of options under "Signal Process Group" (Kill, terminate, interrupt, etc).
Stopping python using ctrl+c