Themes are landscape features in many Worms games, and they include Space, Manhattan, Hell, etc. Each of them have different features. For example, the Medieval Theme has a background of a castle with smoke coming out, and the Cheese Theme has a planet made entirely of cheese with spaceships and periscopes with eyes on them.
Each theme has different objects. For example, the Sports Theme has arrows and helmets, and the Hell Theme has a cauldron and a Jack-O-Lantern.
Water is different in some themes too. For example, the London Theme has polluted water instead of normal freshwater, and the Hell Theme has magma. The Cheese Theme is the most unrealistic theme.
Many default teams (especially in campaigns) in the 3rd generation and 3D games are usually tailored to suit their landscape themes by the use of a proper speech-bank and outfit. These outfits are usually identical to their landscape counterparts, such as the construction worker hat being identical to the hat obstacles that spawn in Construction Theme landscapes.
In Worms Forts: Under Siege, the design and shape of the buildings change (e.g. Strongholds are Pyramids in the Egypt theme, but become domed buildings in another theme). Helmets, gravestones etc. unlocked from missions reflect the theme of the mission.