Wait for ANY thread to finish, not ALL

Wait for ANY thread to finish, not ALL

I'm starting multiple threads and would like to know when any of then
finishes. I know the following code:
foreach (Thread t in threads)
t.Join();
But it will only wait for all threads together. That's much too late. I
need to know when one thread finishes, even when other threads are still
running. I'm looking for something equivalent to WaitAny only for threads.
But I can't add code to all threads I'm monitoring, so using signals or
other synchronisation objects is not an option.