Isolation is a common theme used in short stories. Edgar Allan Poe is perhaps most famous for his use of isolation and madness in his short stories. In one of his stories, "The Fall of the House of Usher," the main characters Roderick and Madeline Usher lock themselves inside their mansion and cut themselves off from the world. This, in turn, causes the characters to fall into a state of delusion where they do not know reality from the delusional scenes in their minds. At the end, the madness and isolation take hold and destroy the family.
Some short stories often use a theme of mystery to convey a plot. Most notably in this category are Sir Arthur Conan Doyle's stories on Sherlock Holmes. Doyle created a number of Holmes stories, but they all gravitate around a theme of mystery and the detective having to figure out a logical explanation for it. Along with the initial murder or stolen item mystery, Doyle builds his character of Holmes with each story. We, as readers, learn with each new mystery who Holmes is as a person. The character in itself is a bit of a mystery until more and more Holmes mysteries are read.
Loss of Innocence
The loss of innocence is also a popular theme used in a lot of "coming of age" stories. Ernest Hemingway explores this theme in his short story "Indian Camp," as well as the subsequent stories involving Nick Adams. Adams starts as an innocent character, but after witnessing a woman giving birth and the father of the child committing suicide, Adams spins into a character who now has to deal with the complexity of the world. Adams was cruelly introduced to the world of birth and death, and because the events happened together, these worlds are woven together forever.
The Butterfly Effect
Ray Bradbury, a famous science fiction writer, is often credited with creating this theme in his short story "A Sound of Thunder." The story follows a company called Time Safari that brings people back in time to hunt now-extinct animals; however, no one at the company researched the consequences of changing the past. Even though the animals were extinct in the future, in the past an extinct animal provided food for other animals, and killing the animal off early harms other species. Since the publishing of this short story, the butterfly effect theme -- in essence, one change in the past could harm the future -- has been reused several times.