C++ parallel merge sort
You would hava a) thread-pools so that the code won't spawn a new thread on each sub-sort, b) a limit on the number of sorts split into threads so that there isn't a new thread spawned for a low number of elements and c) a single array where all the sorting takes place and which is paritioned like a stack among the sort-threads (afaik the whole length should be two times the size of the array).

That would be a much of work to gain an efficient implementation.