Short Memory
A major theme of the play is how short a memory American has for the tragedies of its people, but how long they remember this horror of killing Mary. It does not minimize that Mary's killing was wrong, but as the Hungry Townsperson points out, people have already forgotten the horrors of black men being hung in Erwin. That they people make more of this tragedy in order to cover up even more so the horror of the truth of their town which has been stained with blood for years before this horror occurred.
The Show Must Go On
This theme permeates throughout the play as the Tour Manager and Engineer must keep up with time moving ahead. The Ringmaster ensures that money is still made even after Mary kills the Young Man. They hold the show and believe people want to see Mary. Rather than stopping the bleeding, the circus allows it to continue to hemorrhage all for the all mighty dollar.
The American Dream
The Marshal tells the audience clearly that what they have done in killing Mary represents the American Dream, that anything is possible. He doesn't see the horror of what they people have done. The idea is that humanity is sacrificed for progress and self-righteous behavior, and what matters most is being bigger than what has been before, and to the Marshal Mary's killing was bigger than anything that came before. It has put them on the map, he just doesn't understand the shame that will weight on people's hearts for a long time to come.
