seriously there are more than one reason that cannot happen.
1) the console being printed to can only allow one thing to write to it at a time. generally speaking the console is line buffered up to some limit so, as long as a program writes a chunk of chars less that that limit the lines will not appear to intermixed. things get more complicated when programs are not writing to the console, but to file instead.
2) threads are never run in parallel from the perspective of the computer: the cpu can only run one program at once. it simply does very intelligent switching very quickly to make you think it's doing more than one thing ;-). with ruby's threads, which are known as 'green' threads, ruby itself does this switching for you. with 'native' threads the switching is done by the operating system. in either case the concept of 'parallel' is really from the perspective of the programmer. this isn't strictly true as sometimes a program might be able to write to disk or the network but not need the cpu - in that case it might do two things at once. the central concept is basically that a thread is a programming abstraction for *programmers* to imagine themselves getting more done. sometimes it's a useful one.
now, in a multi-cpu machine this gets even murkier - threads (native ones not green ones) are actually very close to a whole process and the operating system may in fact allow to bits of your program to run on two cpus. in the end you must assume that only one piece of a program is using a given piece of computer hardware at once, since we simply cannot defy physics, but there are various approaches and abstractions that help us let the computer help us, like threads, by structuring our program such that the operating system *might* be able to run two bit s of our code on two bits of hardware at once.
3) threads are evil and best understood via meditation - not actual thinking.
Thread 1 goes for Google. Waiting for response is a blocking call, so it yields.
Thread 2 goes for Slashdot. Waiting for response is a blocking call, so it yields.
Thread 3 goes for MIT. Waiting for response is a blocking call, so it yields.
From there the order largely depends on which response comes back first and which thread get scheduled next. Given that Ruby uses only Green threads that must generally reach an appropriate point to switch, this seems perfectly logical.
I would also expect the result would remain mostly the same for those first three lines, and mostly random for the next three lines, as long as you run under Ruby 1.8. Other implementations that use all native threads will be largely unpredictable for any sequence. When I tested this code under JRuby, it produced a different sequence every time (and required joining on the threads so they'd run to completion).