Apparatus and methods for intercepting and analyzing threads are disclosed. In one embodiment, a thread data recorder is configured to instrument one or more existing functions by modifying computer executable instructions in the functions to intercept threads calling the functions. In one possible implementation, the number of existing functions instrumented can be reduced by instrumenting choke point functions. The instrumented functions can also capture data associated with the threads as the threads execute at the function. This data can be saved to memory and compressed into logs. In one aspect, the data can be saved and/or compressed at a time when processor resources are being used at or below predetermined level. The captured data can be used to analyze a functioning of a computer system in which the threads were produced.