Nostalgia
There is a difference between reminiscence and nostalgia;; this difference is really the crux of the matter when it comes to the thematic side of this film. Gil is not really reminiscing for a time in his own life that he felt was more rewarding, or more meaningful, than the present; he is actually yearning for the nostalgia of the Golden Age. In his opinion this age was the 1920s. He idolizes the major artists, writers and creative influencers of the time, and this is why they are the characters that he meets during the course of his time travel. Because he is feeling stuck when it comes to writing his novel, his encounters are with primarily literary figures, who are able to help, advise and encourage him with his work.
This nostalgia also enables Gil to have an epiphany of sorts; attending a party with his new found friends, all of whom yearn for the Renaissance, because it is their idea of the Golden Age, enables Gil to see that there is really no such thing as a Golden Age, and that the present can always seem jaded if you allow yourself to waste opportunities and take life and its wonders for granted. Nostalgia is an example of the maxim "the grass is always greener on the other side" because those suffering from it always believe that one time in history or another was better than the time they are living in now. They spend so much time wishing they were in the past that they do not allow themselves to appreciate the present.
Dysfunctional Relationships
Gil is in a relationship with a woman he has very little in common with (he claims they share a love of pita bread when pressed to come up with something they can enjoy together). In many ways, he is almost hiding in the relationship; staying with Inez allows him to pretend that he has struggled to finish his novel because he is living in the wrong place. He wants to live in Paris but because of Inez he cannot - yet this means that he does not have to make that move, and can still blame this fact on her. The dysfunction of relationships is one of the main themes in the majority of Woody Allen movies and this is no exception.
The couple are also badly suited in that Inez is very superficial and shallow, whereas Gil is looking for a deeper connection with the woman he will eventually decide to be with.
Paris
Although it is the location and the setting for the movie, the city of Paris is also one of the themes because Gil mentions it so much, and because it is fast becoming the central theme to his life. He has always loved Paris, especially in the rain. He has always longed to live there. The movie often seems to count Paris as another character in the film rather than as a place, because its riverside markets, recognizable bridges and landmarks are intertwined with the narrative of the main characters. It is also the thing that ultimately ends Gil's relationship with Inez.
The 1920s
The members of the Lost Generation - F. Scott Fitzgerald, Cole Porter, Ermest Hemingway to name but a few - are pivotal to the film because it is to their heyday that Gil travels every night when he goes back in time. He has long since been fascinated with the time in history and with its creative luminaries. He is in awe of their talent and wants to emulate them, but he also feels that the era is far more exciting and glamorous than the present.
Even when he is in the present, he is linked inextricably to the time he considers the golden age; for example, he finds a Cole Porter record in an antique shop, and he purchases Adriana's "diary" from a little market stall along the Seine.
