Let me say upfront that I know James Bond adventures are not meant to be deep and meaningful- anyone who's seen MR would know that. They are there to be enjoyed first and foremost.
Nevertheless, there are some themes in there which enrich them- if one is interested enough. The book "Bond Films" (Virgin, 2002) by Jim Smith and Stephen Lavington touches on a few of these, and I'm hoping this thread can elaborate on their observations.

In another thread http://www.ajb007.co.uk/topic/44113/my- … ws/page/5/ I mentioned that FYEO has a subtext about aging, including Bond himself. For example, the very young Bibi rejects Kristatos as being too old, but throws herself at Bond, who politely rejects her as being too young.  Perhaps ironically, Julian Glover is a good few years younger than Roger Moore in real life although his character is meant to be older. Tied in with this is the theme of revenge- specifically the possible uselessness of it- not only Melina's desire to avenge her parents but the whole Columbo/Kristatos simmering rivalry which dates back entire decades. I could point out more details (such as Jacoba Brink and her role) but would be happier if others could contribute.

As a relatively serious entry in the film series, it isn't too surprising that FYEO should have relatively serious themes (and of course these trace back, at least partially, to the Fleming short stories it was based on). What is surprising is that DAF should have a theme. It's one of the weaker Bond movies (much as I love it, I do have to admit that) and is usually held to be light and silly. The theme here is doubles/pairs and the list is endless. Blofeld employs two pairs of two assassins/bodyguards (Wint and Kidd. Bambi and Thumper), he doubles as Willard Whyte, there are two sets of diamonds, Bond doubles as Peter Franks, Blofeld creates doubles of himself.... you get the idea. Or perhaps the theme is falseness? Bond is a false Franks, Blofeld a false Whyte, one set of diamonds is false, Bond kills a false Blofeld (twice!), the moon walk is false....

OHMSS is about snobbery and titles. The two main characters (aside from Bond himself) are a man who wants to be a Count and a woman who doesn't want to be a Countess- she'd rather be Mrs James Bond. In her book "The Devil With James Bond!" (Knox, 1967), Ann S. Boyd draws parallels with Bond's villains and the Seven Deadly Sins- this story is her example of Pride. Obviously, Goldfinger is the representative of avarice- his greed for gold is the mainspring of the plot.

Smith and Lavington claim that LALD is about masks and personae- the most obvious example being Mr Big/Kananga of course. I'm not sure I 100% agree with that, but it's there if one looks for it.

Okay, there are a few examples. I'm happy to be shot down if anyone disagrees (Silhouette Man, this is very much your area) but would be even happier for us to discuss other examples- I could go on, especially with SF which is rich in subtext, but would like to open this up.