Is there a limit on the number of threads that can be spawned simultaneously?

Yesterday I came across this question: How can i call robocopy within a python script to bulk copy multiple folders?, and I though it might be a good exercise for multithreading.

I though of spawning as many threads as files needed to be copied, each routine having an exception handling system to prevent the whole copying process from crashing (and log -using mutex on the log file - if there was an error).

My question: Is there a limit on the number of thread you can spawn almost simultaneously? If yes, what is the limiting factor?

My question is focused on PC desktop, but I welcome any answer on different hardware (embedded systems, calculus clusters, etc.).