A) In expression, used to describe surprise and happiness for the end of the week - Friday, a day in which school is typically over, or for those in work. It can be used also for Thursday itself, for people waiting for the week to be over.
B) A title for a popular webcomic of the same name, about two mousethieves in London with a knack for stealing. The title stems from the fact that the main character, Patrick, was known as the 'Thursday Thief', for his crimes coincidentally happening on that day. Hence, people are trying to 'keep up with Thursday.'
C) A term used to describe the end result of an orgasm during sexual intercourse; the success of a wonderful night in bed with your mate and/or lover. Commonly used in the United Kingdom, though included in the United States in some instances.