What you need to do is replace the callback_ref variable - which perl doesn't know about - with a perl scalar (or array if you need more than one value) that is embedded in a namespace: $Callback::callback_ref, say. Then when you create a thread, a copy of $Callback::callback_ref is made in the new thread, and everyone's happy.

Dave.

Yes, it works!
Working code:

Callback.pm

package Callback;

use 5.010000;
use threads;
use threads::shared;
use strict;
use warnings;

require Exporter;
use AutoLoader qw(AUTOLOAD);

our @ISA = qw(Exporter);

our $VERSION = '0.01';

require XSLoader;
XSLoader::load('Callback', $VERSION);

my $callback_ref;
sub new($$)
{
    my $invocant  = shift;
    $callback_ref = shift;

    $invocant = ref $invocant if ref $invocant;
    my $self = &share({});
    return bless $self, $invocant;
}


sub run($)
{
    my $self  = shift;
    my $param = shift;

    runCallback($callback_ref, $param);
}


1;
[download]

Callback.xs

#include "EXTERN.h"
#include "perl.h"
#include "XSUB.h"

#include "ppport.h"

# define PERL_NO_GET_CONTEXT

int runCallback(CV* callback_ref, const char* param)
{
    int count;
    int answer;

    dSP;

    ENTER;
    SAVETMPS;

    PUSHMARK(SP);
    XPUSHs(sv_2mortal(newSVpv(param, 0)));
    PUTBACK;

    count = call_sv((SV*)callback_ref, G_SCALAR);
    SPAGAIN;

    if (count != 1)
    croak("Uncknown return value format. Returned %d params instid 1",
+ count);
    answer = POPi;

    FREETMPS;
    LEAVE;

    return answer;
}


MODULE = Callback               PACKAGE = Callback


void
runCallback(callback_ref, param)
    CV*         callback_ref;
    const char* param;
    PROTOTYPE: $$
    PPCODE:
        XPUSHs(sv_2mortal(  newSViv(runCallback(callback_ref, param)) 
+));
[download]

Thanks, Dave!