It's something that the staff would have to do. If there's a thread you think should be closed, you can click the "warn" button at the bottom of one of the posts in the thread and type in a reason. This gets sent to every staff member.
Alternately, you can PM someone on staff if perhaps there is one of your threads you would like closed for whatever reason. We'll usually do that for you if you have a legitamate reason for it.