What is the story about? A great way to advance the theme in your fiction is to determine what the underlying stakes are about in your story. Theme isn’t the plot, but is much more abstract and goes to the heart of what your story is really about. For instance, the theme in a story about a family that overcomes tragedies can be about the power of love to overcome adversity.
Use elements in fiction---dialogue, metaphors, similes, symbolism, setting, etc.---to advance theme. For instance, in the example above, a family quilt handed down through the generations can symbolize the story’s theme. The family fighting to save their home can be a plot that heightens theme as well. Cynthia Ozick, for example, in her short story “The Shawl,” used a shawl to symbolize man’s inhumanity to man in her tale about the holocaust. Choose any of these elements carefully and allow them to address the underlying themes of your story.
Be subtle, especially when using dialogue to advance the story’s theme. You don’t want to your characters to say directly what should be subtextual. Sometimes themes are obvious enough. If the story is about good vs. evil, then having your characters say as much will be overkill. But some themes are so subtle you can get away with it. But again, be subtle. Use subtext. If you’re using metaphors, similes, or symbols to represent the story’s theme, also use subtlety. In the example above, a patchwork on the family's kitchen wall which states “A family that prays together, stays together” will hit your readers over the head with a mallet (not unless you intend to be ironic or humorous). Be imaginative. Use unexpected or unusual elements to convey the story’s theme.
Dramatize theme through emotions. Readers want and expect to be moved when reading a story, so addressing the story’s theme through emotions is a great way to advance it in your story. In Ozick’s short story, the shawl belongs to a young girl who uses it to keep warm as she and her family are forced to a march to a concentration camp in the death of winter. When the girl dies, the shawl symbolizes the meager protection against a cold, barren, and evil world, creating a powerful emotional response in the reader. Infuse in your fictional elements --- symbolism, metaphors, plot, characters --- strong and powerful emotions that will directly key into your story’s theme.
Dramatize theme through action. For instance, in the example of the struggling family, have the members act in and react to situations that force them to protect and defend the sanctity of their family. The family could stick together to fight the foreclosure of their home and continue to stay together even after they are left homeless. Show the ways in which they overcome adversity and continue to maintain their familial bonds. Another example: the Star Wars movies were about good vs. evil. Each of the characters behaved in a way that advanced the theme: Luke Skywalker leaving his home planet to fight against the Evil Empire, or Anakin Skywalker losing his own battle with the dark side.