While it's not a strictly spelled-out theme, the Final Fantasy game I'm running now has developed a "United we stand, divided we fall" feel. Originally there was a very, very high level of mistrust between the party members; never outright blows or anything, but more than one in-character shouting match (which was quickly balanced by the players themselves laughing and congratulating each other outside of the session, so I knew there was no genuine rage). As time went on, each character began to rely on the others more and more, and friendships developed where before they treated it as a co-worker arrangement. Some have been slower to warm up than others, but I know without a shadow of a doubt at least five of the six would not hesitate to die for any of the others, and the sixth would after some hemming and hawing.
The other theme that my players pointed out is "Everything is connected." Apparently a staple of my games is that each little thread introduced connects to something else in some way. Nothing happens randomly, and everything will somehow all fall into place with one final piece. I hardly realized this, and don't think it's that unique, but they adore it, so I do what I can to keep it up.
