Combining information from Wikipedia with this list of compiler macros, I came up with the following (untested) version:
#ifndef thread_local
# if __STDC_VERSION__ >= 201112 && !defined __STDC_NO_THREADS__
# define thread_local _Thread_local
# elif defined _WIN32 && ( \
defined _MSC_VER || \
defined __ICL || \
defined __DMC__ || \
defined __BORLANDC__ )
# define thread_local __declspec(thread)
/* note that ICC (linux) and Clang are covered by __GNUC__ */
# elif defined __GNUC__ || \
defined __SUNPRO_C || \
defined __xlC__
# define thread_local __thread
# else
# error "Cannot define thread_local"
# endif
#endif