A thunk usually refers to a small piece of code that is called as a function, does some small thing, and then JUMPs to another location (usually a function) instead of returning to its caller. Assuming the JUMP target is a normal function, when it returns, it will return to the thunk's caller.
Thunks can be used to implement lots of useful things efficiently
protocol translation -- when calling from code that uses one calling convention to code that uses a different calling convention, a thunk can be used to translate the arguments appropriately. This only works if the return conventions are compatible, but that is often the case
virtual function handling -- when calling a virtual function of a multiply-inherited base class in C++, there needs to be a fix-up of the this pointer to get it to point to the right place. A thunk can do this.
dynamic closures -- when you build a dynamic closure, the closure function needs to be able to get at the context where it was created. A small thunk can be built (usually on the stack) which sets up the context info in some register(s) and then jumps to a static piece of code that implements the closure's function. The thunk here is effectively supplying one or more hidden extra arguments to the function that are not provided by the call site.
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