abort thread while waiting for callback

I'm hoping someone can help me better understand the scenario below

In a multi-threaded application, say a worker thread makes an asynchronous
call and specifies a callback method. But before the callback is executed,
the thread is aborted by its creator. What is the expected behavior for
this scenario? Does the thread stay alive until the callback is executed?
If an exception is thrown, can it be caught?

Your help is much appreciated