First(new Thread() {
        public void run() {
            //do something

        }
    });

public class FirstCaller {

   private void method1() { }
   private void method2() { }
   private void method3() { }

    public void someMethod() {
        First(new Thread() {
           public void run() {
                //do something
                method1();
                method2();
                method3();
            }
        });
    }
}

public class FirstCaller {
        public void someMethod() {
            new First(new Thread() {
               private void method1() { }
               private void method2() { }
               private void method3() { }

               public void run() {
                    //do something
                    method1();
                    method2();
                    method3();
                }
            });
        }
    }

ExecutorService service = Executors.newSingleThreadedPool();

service.submit(runnable1);
service.submit(runnable2);
service.submit(runnable3);

public class MultiRunnable implements Runnable {

    private Runnable runnable1;
    private Runnable runnable2;


    public MultiRunnable(Runnable runnable1, Runnable runnable2) {
        this.runnable1 = runnable1;
        this.runnable2 = runnable2;
    }

    @Override
    public void run() {
        runnable1.run();
        runnable2.run();
    }
}

import java.util.Arrays;
import java.util.List;

public class MultiRunnable implements Runnable {

    private List<Runnable> runnables;

    public MultiRunnable(Runnable... runnables) {
        this.runnables = Arrays.asList(runnables);
    }
    public MultiRunnable(List<Runnable> runnables) {
        this.runnables = runnables;
    }

    @Override
    public void run() {
        for(Runnable runnable : runnables)
            runnable.run();
    }
}

class MyThread extends Thread {
    public enum Action { A, B, C }
    private Action mAction;
    public void run() {
        if (mAction == null) {
            throw new IllegalStateException("Action must be specified");
        }
        switch (mAction) {
        case A:
            methodA();
            break;
        case B:
            methodB();
            break;
        case C:
            methodC();
            break;
        }
    }
    public void setAction(Action action) {
        if (action == null) {
            throw new IllegalArgumentException("Action cannot be null");
        }
        mAction = action;
    }
    private void methodA() { ... }
    private void methodB() { ... }
    private void methodC() { ... }
}

private EecutorService threadPool = Executors.newSingleThreadedPool();
...
threadPool.submit(new First());
threadPool.submit(new Second());
threadPool.submit(new Third());
...
// when you are done submitting, always shutdown your pool
threadPool.shutdown();