Currently it's impossible to cancel the "collecting files" phase in ThunarVfsTransferJob. This is somewhat problematic if you're trying to copy a large directory (e.g. /usr).
Committed with revision 19771. 2006-02-06 Benedikt Meurer <benny@xfce.org> * thunar-vfs/thunar-vfs-chmod-job.c, thunar-vfs/thunar-vfs-chown-job.c, thunar-vfs/thunar-vfs-listdir-job.c, thunar-vfs/thunar-vfs-scandir.c, thunar-vfs/thunar-vfs-scandir.h, thunar-vfs/thunar-vfs-transfer-job.c, thunar-vfs/thunar-vfs-unlink-job.c: The directory scanning is now cancelable. Bug #1239.