> Rospy replaces the signal handler for SIGINT.  A running loop in your
> main thread will no longer be interrupted with a KeyboardInterrupt.
> Instead you should check rospy.is_shutdown() as a condition of your
> loop.

Also, if you are using threads, SIGINT will only kill one of them even
without rospy. You have to make sure that each thread exits after a
KeyboardInterrupt (or after rospy.is_shutdown() goes true in the case of
rospy).