I don't remember seeing many books focused on what you're asking for, so I can't make any recommendations, but I would suggest you pick a particular application like graphics, HPC (crunching large data sets), ray tracing, or any other highly parallel work load and just research the particulars of it.
I can't imagine there being too much out there about how to implement conventional things in parallel because, well, only certain workloads are easily parallelized. They put a lot of work into integrating seamless threading into .Net 4 (automatically splitting loops up and threading them, for instance), but AFAIK it didn't make it in. I believe that was work coming out of the Microsoft Robotics division, if that also gives you an angle to research.
I've done a lot of threading over the years (.Net business development), but to boil it down to easy categories, it was always related to two things: 1) splitting tasks into background threads so the UI stays responsive, 2) writing multi-threaded services that can process multiple things at once. Along the vein of #2 there, web servers are probably one of the best examples of a highly parallel application (not that I've ever written one myself, just saying).