War. Nearly every campaign is shaped by an armed conflict that is taking place. It may be purely background, or it may be the central theme of the game. But war is a constant.
Politics. Humans and humanoids are social creatures, and with society comes politics. Sometimes the PCs are directly involved, but more often they hear about it, or talk about it, or are hired by the participants.
Secret Societies. Some are good, some are evil, and others are an excuse for the men folk to get away from home of an evening. Some of the organizations that people think are good are actually the black hats, and some of the obvious black hats are actually only wearing dark grey. And some of the excuses of an evening have members that are not what they seem to be (but are still trying to get away from home once in a while...).
Improving Technology. Not in a big way, but some minor thing will be improved - from the spread of the mild board plow to elevation screws on cannon. And when I can I link the improvements (I really, really liked Burke's Connections series).
Ships. And often sea battles. It seems a common theme for many.
Disasters. Like War disasters happen. The PCs may hear of an earthquake happening far away, or they may be there when the towers tremble to the footsteps of an angry earth. And in a world with magic and active gods there can be some, ummm, interesting disasters...
Religious and Racial Conflict. Sometimes tied to War and sometimes Politics. People are people, and some things are inevitable. Add active gods to the mix and things can get really messy.
Hidden Themes. Not all the driving themes for a campaign, no matter how short a campaign, are out in the open. But the PCs will slowly come to realize that they are there.
The Auld Grump
*EDIT* Oooh, a biggy that I forgot -
Battles in Precarious Areas. Rooftops, ledges, the deck of a tossing ship, where a failed balance roll can spell doom as the character plummets to his death. (And yes, I have had climactic battles where the villain fails his Balance roll... it is not just the PCs who risk death in those circumstances.) I had one where the villain actually caught the falling hero (a PC), and held on to him to keep him from death... then the first PC up the stair decided to backstab the villain before seeing what he was holding onto so desperately. 'AAAaaahhh!' *SPLAT* The villain was redeemable, the backstabbing PC on the other hand....