I want to recommend you about a great article that was written by a friend of mine - Boaz Davidoff, about duplex web services.
He found a great way for multiple clients to communicate through web services that push events/messages to the client.
I will not get down on details here (this you can read on the article), but this is a great example of server-side multi-threading techniques.
I read some related stuff about this issue on the web and found that Microsoft covered this solution under the WCF environment, but my POC has proven that Boaz's solution is much more easier to understand (if you don't have the minimal knowledge on WCF) and to implement or customize to your own requirements.
So if you have a client application that requires real time information to be pushed from the server, or from other clients, this might be the ticket.
The article is on the codeproject.com site here.