Problem: Thread Safety
SAGE includes the C/C++ libraries listed below. For each library, determine whether or not (or to what extent) it is thread safe.
"Be careful if your application uses libraries or other objects that don't explicitly guarantee thread-safeness. When in doubt, assume that they are not thread-safe until proven otherwise. Thread-safeness: in a nutshell, refers an application's ability to execute multiple threads simultaneously without "clobbering" shared data or creating "race" conditions. For example, suppose that you use a library routine that accesses/modifies a global structure or location in memory. If two threads both call this routine it is possible that they may try to modify this global structure/memory location at the same time. If the routine does not employ some sort of synchronization constructs to prevent data corruption, then it is not thread-safe. The implication to users of external library routines is that if you aren't 100% certain the routine is thread-safe, then you take your chances with problems that could arise." -- from the pthreads tutorial
GMP: Arbitrary Precision Arithmetic Library
Mostly safe. See this web page.
GSL: Gnu Scientific Library
Yes, see this post.
MPFR: Arbitrary precision real arithmetic
NTL: Number theory C++ library
OpenSSL: Secure networking
PARI: Number theory calculator
"PARI is (more or less) thread-safe when compiled with --enable-tls" according to this post.
Singular: fast commutative and noncommutative algebra
Singular doesn't quite have a library mode yet. But it also includes various libraries.