I'm a native speaker of English, extremely fluent in Mandarin Chinese, passable in Spanish after a time in the environment, and enough Japanese to travel (and read even more Japanese because of my ability to read the Chinese characters). My educational background is in linguistics.
The "think in" question can be confusing as an earlier poster mentioned because we certainly have non-linguistic thoughts. Might the term denote the "self talk" that we do in our heads... or even sometimes out loud when we're talking to ourselves? In that case, I agree with the others who experience environmental shifts. I work in an environment where we commonly use three languages (Mandarin, Taiwanese, and English) and it's not unusual to have all three elements in a single sentence! Also, the post about dreaming is interesting; I dreamt more often in Mandarin while I was actively trying to learn it. I can't recall dreaming in Mandarin for the past few years, though it is my primary language now. And one final thought about "translating" in your brain... that's the clearest sign that you're NOT speaking or understanding that other language... you need to convert it to another language before you can "understand" it (kinda like if you don't know the metric system and someone tells you it's 28 degrees you don't know if it's hot or cold until you convert it). It's when you no longer need to do that that your fluency develops exponentially.