We have a nice range of Kreinik Glow-in-the-Dark threads to give your embroidery projects a special surprise when the lights go down! Yep, they really do glow in the dark. Just charge them up with a light source (hold next to a light bulb) and then launch them into darkness to let them shine.
Another specialty thread you might consider (especially when you're out and about at nighttime) is this Reflective Thread:
This fine, silvery thread reflects in the dark when light hits it. Maybe hem your black cape with it while you're sneaking around in the dark?