CF cannot terminate threads in a "native thread" state
Charlie Arehart replied with this on [cfaussie]:
>>> "charlie arehart"
Just beware: such an attempt is only that, an "attempt". There's no guarantee it can be interrupted. If a CF request is in what's called a native thread (that is, talking to something outside of CF, such as hung talking to a database, doing a cfhttp, or invoking a web service, etc.) then none of the tools can interrupt the request.
Yes, that does mean that CF requests can hang for a very long time, indeed indefinitely in some cases and that you can't really do anything about it. And no, not even the CF admin timeout setting can change this. It's subject to the same limitation. It is worth noting that putting a TIMEOUT on CFHTTTP or CFINVOKE is a good ideas, as sometimes it can allow CF to interrupt those. We had a discussion of that here last year, if I recall. There's also a TIMEOUT on CFQUERY too, but it doesn't always work and depends on the drive version, type, database, and other variables.
Finally, should anyone wonder, all this inability to timeout requests in a native thread state is not a CF bug. It's a JVM thing. The CF "kill thread" mechanisms above merely processes ask the JVM to terminate the thread, and it cannot terminate threads in a "native thread" state.

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