If you don't mind being restricted to mostly-Microsoft platforms, C# is the race horse you'll want to place your best on. It's multi-threading support is great (the best I've seen so far w/ regards to the balance between control & simplicity). The way its delegates (callbacks), thread pool, and invokes work is quite impressive & powerful.

And, of course, C# can use any C++ library you throw at it w/ P/Invoke & a lot of marshalling.