Both Python and Ruby have full support for multi-threading. There are some implementations (e.g. CPython, MRI, YARV) which cannot actually run threads in parallel, but that's a limitation of those specific implementations, not the language. This is similar to Java, where there are also some implementations which cannot run threads in parallel, but that doesn't mean that Java is single-threaded.
Note that in both cases there are lots of implementations which can run threads in parallel: PyPy, IronPython, Jython, IronRuby and JRuby are only few of the examples.
The main difference between Clojure on the one side and Python, Ruby, Java, C#, C++, C, PHP and pretty much every other mainstream and not-so-mainstream language on the other side is that Clojure has a sane concurrency model. All the other languages use threads, which we have known to be a bad concurrency model for at least 40 years. Clojure OTOH has a sane update model which allows it to not only present one but actually multiple sane concurrency models to the programmer: atomic updates, software transactional memory, asynchronous agents, concurrency-aware thread-local global variables, futures, promises, dataflow concurrency and in the future possibly even more.