The dummy_thread module has been renamed to _dummy_thread in Python 3. The 2to3 tool will automatically adapt imports when converting your sources to Python 3; however, you should consider using the high-lever dummy_threading module instead.
Source code: Lib/dummy_thread.py
Suggested usage is:
try: import thread as _thread except ImportError: import dummy_thread as _thread
Be careful to not use this module where deadlock might occur from a thread being created that blocks waiting for another thread to be created. This often occurs with blocking I/O.