How to reproduce:
Start a new game.
Place 3 cities at least 3 turns worth of movement from each other in a triangle.
When the third city is founded, start building roads at all three cities to each of the other two (simultaneously).
Hit next turn until it hangs (usually only a couple of turns).
Note: Building a road at one city at a time to one city at a time seems to work fine. Maybe a thread deadlock?