When using the new and improved WIF functionality in .NET 4.5 in a WCF service I noticed that although the OperationContext.Current.ClaimsPrincipal was set correctly, the Thread.CurrentPrincipal was null. To tell WCF to put the ClaimsPrincipal coming from the token handler on Thread.CurrentPrincipal you have to add the following service behavior to your configuration:
The end result is a ClaimsPrincipal containing the username, authentication method and authentication instant claims. Also the claims transformation/validation/authorization pipeline will be called if configured.