I initially begun writing this particular article back in April. Back then with XNA 3.1 to play with, there was actually a method of ‘thread-local storage’ for Xbox. With the release of XNA 4.0, this last remaining native method was removed. The [ThreadLocal] attribute though was added to the Compact Framework, but it seems to be a stubbed non-functional attribute on Xbox 360.
So, where does that leave us? There is various ways you can manually code up a thread-local storage solution. The whole crux of it is data-retrieval and storage on a per-thread basis. The most immediately obvious way to go is just some sort of associative container, a Dictionary<> of some sort of thread ‘id’ mapped to the data you wish to store.