I'm checking with our engineers to see if they know of any problems using Intel ThreadChecker on AMD. I know that Intel's open source library is supposed to be compatible on AMD. I'm not so sure about the thread checker though. .
As far as AMD tools for thread checking, you can use AMD CodeAnalyst Performance Analyzer. There is a Thread Profiling feature that will show you a thread chart and non-local memory access. It's a free download.
Also, all of the AMD Performance Libraries are multithreaded, so you get multithreaded performance for those functions without having to write multithreaded code yourself.
I know Microsoft also has Parallel Libraries included in the new Visual Studio 2010 and .NET Framework 4.0 Beta which I know works fine on AMD.
Hope that helps. I'll let you know if I find anything about Intel's thread checker not working on AMD.