I somewhat believe that the sole reason for existence of PostThreadMessage and friends is to make COM cross-apartment calls work for threads that do not own any windows. You can probably devise other uses for that, but such uses still somewhat boil down to implementing your own COM-like bidirectional IPC mechanism (GIMP's libwire comes to mind, which does essentially the same thing on top of “anything that behaves like SOCK_STREAM socket” and shared temporary directory)