This.
Just decided to add: to see which condition the specific building and/or wonder has to get a theming building, just hover the mouse over the +0 right besides the slots - that is the current theming bonus, and hovering over it will tell you how to maximize it.
Buildings with only one slot, like the Amphitheater, never have a theming bonus. All buildings and/or wonders with more than one slot can always have a theming bonus if the correct conditions for that specific building are met.
Swapping Great Works will help you immensely to get these bonus!
Remember that it is not the real life counter part of the great work that matters, but the in-game one. So Shakespeare is English and created Macbeth in 1603 in real life, but that doesn't matter if, in-game, it was created by The Huns in the Classical Era. THAT is what counts for the theming bonus!