static void Main(string[] args)
        {
            Thread t = new Thread(SleepyTime);
            t.Start(); 

            Console.ReadKey();         
        }

        static void SleepyTime()
        {
            Thread.Sleep(10000); 
        }

http://www.albahari.com/threading/

Saw some strange console app behavior while hosting quartz.net had to doublecheck that a console app will not exit while background threads are running.  In the example below, once the main method ends, the app stays alive for 10 seconds while the background thread finishes.

Simplest Possible Background Thread and Console App Lifetime Test

C#