Loneliness
One of the major themes of this film is loneliness. We see it in many different forms. Foremost in the loneliness that Benigno experiences. He spends every waking hour with Alicia and has little connection to the outside world other than going to see dancers and films to report back to her while she's still in a coma. His loneliness leads to desperation as he rapes Alicia believing that they are deeply connected from their time together.
We also see Marco suffer from loneliness. The loneliness of not being able to share love with Angela breaks his heart. He attempts to love Lydia but it takes him a very long time to get to a place where he can do so. In the end he is the only one who attempts to help Benigno, potentially because he understands the deep loneliness inside of him.
Love
Love is another major theme of the film. We see Marco pour out tears in different situations, at the theater, after killing a snake. His heart is moved deeply by things that are meaningful and full of life. And his heart breaks with sadness because he is unable to share these things with Angela, his love who was forbidden to see him. We also watch as Lydia falls in and out of love with Marco as he's going through this process of grieving and being able to truly let go of Angela, but when he does Lydia is gone. She's been struck down by a bull and is in a coma. Marco's heart breaks once again when he learns she was meant to break up with him after the bull fight. Thus the film is mostly about unrequited love. We see this in its most horrific state in the relationship with Benigno that ultimately gets him imprisoned.
Communication
The film is about being able to speak to someone you love. Finding some way, any way to speak to them in order that they might hear what is truly on the other's heart and mind. Benigno has this with Alicia, but it's simply unhealthy. Marco is able to learn to communicate what he feels once he is able to deal with the loss of Angela to another man and with the death of Lydia after being hit by a bull during a bull fight. Marco finds solace in being able to communicate with Benigno during his time at the long-term care facility. Benigno teaches him how to let go of his insecurities to a degree and by the end of the film he is in a place where he desires to communicate what is happening inside of him.
