Be aware. Doing this is deceptive.

my $downloader = eval { new Downloader() } or die($@);

print $downloader; ## This will be a different instance 

my $thread1 = threads->new(
   sub {

      print $downloader; ### to this one

      $downloader->fetch("http://www.webaddress.com", \%siteHash); ## 
+<< This

      ## Will be a different hash to any similarly named hash above 
      ## unless it was shared.
   }
);

## Unless you are doing other stuff here, 
## this is just an exspensive synchronous call :)

$thread1->join;
[download]

That would be better coded as

my %siteHash : shared;

my $thread = threads->new( 
    sub {
        my( $address, $hashref ) = @_;
        my $downloader = eval{ Downloader->new } or die $@;
        $downloader->fetch( $address, $hashref );
    }, 
    $address, \%siteHash 
) or die $!;

## do other stuff

$thread->join;
[download]