This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Are you asking about any specific OS? I think it may vary from system to system.
On Linux each Java thread is mapped to OS thread, it has its own PID, and can be found in /proc filesystem, under parent process directory. You can even watch load for each thread in top (press H to enabled it). When you make stacktrace dump of your VM with jstack, you'll see that each Java thread has its nid. It's in hexadecimal format and it maps to PID of the OS thread. This technique is very useful e.g. to find out which of out threads consumes lots of CPU.