I think every time we mull a story over in our heads, we're dancing around theme -- without saying, "Behold, a Theme!"

Sometimes it just takes more exploration for the theme to reveal itself. That's what happened with my current screenplay. As I got to know my character more, I got to understand what he fears, what he desires. And to have him act upon (and fail) that inner foundation help me define the theme.

And my theme has shifted as I wrote. For instance, I came up with a sidekick character who's an innocent, but loyal. I found that he was an expression of theme, constantly reminding the protagonist of his own shortcomings.