error: can't start new thread

The "can't start new thread" error almost certainly due to the fact that you have already have too many threads running within your python process, and due to a resource limit of some kind the request to create a new thread is refused.

You should probably look at the number of threads you're creating; the maximum number you will be able to create will be determined by your environment, but it should be in the order of hundreds at least.

It would probably be a good idea to re-think your architecture here; seeing as this is running asynchronously anyhow, perhaps you could use a pool of threads to fetch resources from another site instead of always starting up a thread for every request.

Another improvement to consider is your use of Thread.join and Thread.stop; this would probably be better accomplished by providing a timeout value to the constructor of HTTPSConnection.

You are starting more threads than can be handled by your system. There is a limit to the number of threads that can be active for one process.

Your application is starting threads faster than the threads are running to completion. If you need to start many threads you need to do it in a more controlled manner I would suggest using a thread pool.

I think the best way in your case is to set socket timeout instead of spawning thread:

h = httplib.HTTPSConnection(self.config['server'],                             timeout=self.config['timeout'])

Also you can set global default timeout with socket.setdefaulttimeout() function.

Update: See answers to Is there any way to kill a Thread in Python? question (there are several quite informative) to understand why. Thread.__stop() doesn't terminate thread, but rather set internal flag so that it's considered already stopped.