Thoughis often used to imply that a statement is untrue. Tim Bowen's explanation of this interesting conjunction is completely true, though!
Though the main use of though is as a conjunction (connecting two clauses or phrases), where it is used in the same way as although, it does have another use where it cannot be replaced by although.
As a conjunction it can be used in initial position to introduce a statement that contrasts with the main statement to make it more surprising, as in ‘Though we are only a small country, we have a long and glorious history' and 'The journey, though difficult, involved no real danger'. It can also be used after adjectives to achieve the same effect, as in 'Difficult though the journey was, it involved no real danger’ or ‘Poor though her family was, they never asked for help’.
Another use of though as a conjunction is to introduce a statement that makes what you have just said less true or less likely, as in ‘I really enjoyed your lecture, though there were some parts I didn’t understand’ and ‘It was an interesting film, though a bit too long for my liking'. Here too, though can be replaced by although.
Finally, though is often used at the end of a sentence or clause to add a statement or question that makes the previous statement less true, as in ‘It’s a bit like a crossword puzzle – more complicated though’ and ‘The Savoy’s a very nice hotel. It’s a bit expensive though’. In this use of though, it cannot be replaced by although.