There are several threads in this forum actually which list all theming bonuses, however you can also find what they are by going into the Cultural Victory screen (the one that lists all your cities and GW slots) and hovering the mouse pointer over the description of a given building.
Theming applies only to buildings (not cities!) that have more than one GW slot in them and give extra tourism if the theme is created from the works stored in it. The theme differs from a building to a building and you can find out what it is by hovering over the description. Since museums are the only non-wonder buildings that have more than one GW slot, most theming comes from wonders.
For example, Great Library gives you a theming bonus if both works of literature stored there are from the same era and the same civilization (it then gives you 2 extra tourism, on top of the normal tourism from the works stored there - this then is multiplied by the theming extra bonuses such as Aesthetics tree finisher or the French UA), while Louvre (the hardest of all themes) requires you to have two works of art (paintings) and two artifacts (archeology finds), each from a different civilization and era (and the extra tourism is 4, again, with the mulipliers then applied).
You can move great works around in the same cultural victory screen I mentioned above - you just click on the work you want to move and then click on another slot you wish to move it to.
