To elaborate a bit on Aphex's answer, the main thread can't possibly catch the KeyboardInterrupt signal, unless you have very fast fingers. The main thread exits almost immediately! Try this:
import threading
def hello_world():
print 'Hello!'
threading.Timer(2,hello_world).start()
if __name__ == "__main__":
try:
hello_world()
except KeyboardInterrupt:
print '\nGoodbye!'
print "main thread exited"
More generally, I would not suggest using a self-calling timer like this, just because it creates a lot of threads. Just create one thread and call time.sleep inside it.
However, as long as you keep the main thread running, you seem to be able to catch KeyboardInterrupt inside. The trick then is to make the thread a daemon thread that exits when the main thread exits.
import threading
import time
def hello_world():
while(True):
print 'Hello!'
time.sleep(2)
if __name__ == "__main__":
hw_thread = threading.Thread(target = hello_world)
hw_thread.daemon = True
hw_thread.start()
try:
time.sleep(1000)
except KeyboardInterrupt:
print '\nGoodbye!'
This exits automatically after 1000 seconds -- you could make that number even bigger if you like. You could also use a busy-loop to repeat the sleep call, but I don't really see the point.