An example of a multi-threaded system is a
servlet container, where a new thread is created for each request. It won't be your code creating the threads, but the server implementation creates plenty of threads behind your back.
Another example are long-running applications, like those deployed in an application server or servlet container. There's usually some cleanup work to be done every so often (say, rotating log files, or cleaning out temporary files). For those, periodically a thread running in the background would be started that does nothing but its little piece of work, and then terminates.