Mystery and truth
Although there are elements of satire, the love between this writer and his detective fiction is obvious. By poking fun at the genre, Auster manages to underscore the original intention of the genre, which is to thrill readers, training them to love mystery and investigation. The hope of investigation is truth, so mystery and truth form one of the major themes of the stories, because in each one, finding truth is a central feature of the character's motivation, and whether there is a truth to find.
Identifying with others
By trying to understand the criminal minds of those they seek to catch, these private eyes end up identifying deeply with their targets. In fact, over the course of these three stories, we see the protagonists are increasingly more literal in their "identifying with others" until the final protagonist is so far down that path that he plagiarizes the art of a missing person and replaces the missing person in their own family.
Art and frustration
This author depicts his relationship to art with frustration, painting characters who are disenfranchised writers. The first story features Daniel Quinn who identifies deeply with Cide Hamete Benengeli who narrates Don Quixote. He feels a frustration about whether his art is good, or whether the secret desire to be someone else comes through too clearly in his art. Many characters in these stories struggle with writer's block.
