Two of our days during recruitment, skit day (MY FAVORITE DAY!!) and philanthropy day, usually have a theme. (Of course the powers that be have now changed the rules so chapters can't go all out and decorate the whole house anymore. I get the whole no-frills thing, but some of it is fun!

)
Anyways... here's some of the things I can remember:
-Alpha Phi and DG both had "Sex and the City" themes for skit day where they served fake Cosmos
-Gamma Phi did a Las Vegas thing (if I remember right!) because their philanthropy was Crescent Casino
-KD did a Broadway theme on skit day (this was so cool!)
-Kappa does Kappa Kabana (we like spelling things with Ks

) for our philanthropy day and a "Miss KKG" pageant on skit day... where everyone wears formals
-Tri Delt did a news theme, kind of like a spoof of Weekend Update on Saturday Night Live (it was SOOO funny... exactly my sense of humor!)
-On skit day, ADPi did a jungle theme because of their mascot (they decorated their house BEAUTIFULLY and incorporated this theme into everything... their skit, their dancers, etc.
-Zeta did a skit about two roommates who came to Mizzou: one went Greek and joined Zeta, the other didn't... and soon found herself wishing she could get in on all the fun her Zeta friend was having. (This was really different from the rest of the skits, but I think in a good way, there was not ONE girl in that room who couldn't relate!)
I second what KLPDaisy said... themes are just a way to make your chapter more memorable during recruitment. (And in my opinion, an awesome way to make the experience more fun and less intimidating.) A lot of our chapters (most of them in fact) pick themes that have NOTHING to do with their mascot, or philanthropy... but are still able to incorporate them... and it works! Good luck!