In this paper, we provide comparison of language features and runtime systems of commonly used threading parallel programming models for high performance computing, including OpenMP, Intel Cilk Plus, Intel TBB, OpenACC, Nvidia CUDA, OpenCL, C++11 and PThreads. We then report our performance comparison of OpenMP, Cilk Plus and C++11 for data and task parallelism on CPU using benchmarks. The results show that the performance varies with respect to factors such as runtime scheduling strategies, overhead of enabling parallelism and synchronization, load balancing and uniformity of task workload among threads in applications. Our study summarizes and categorizes the latest development of threading programming APIs for supporting existing and emerging computer architectures, and provides tables that compare all features of different APIs. It could be used as a guide for users to choose the APIs for their applications according to their features, interface and performance reported.