Forbidden Love
The story hinges around a forbidden reprisal of an old love affair between Calixta and Alcée. Having met Boinôt and Bibi early on in the story, we know that, according to the moral codes by which the characters are bound, Calixta should not give in to her urge to have sex with Alcée, and even as the story winds down, we feel the risk and titillation when Calixta and Alcée have to interact with the partners they're committed to.
Familial Obligation
The flip side to the theme of forbidden love is that of familial obligation, as the storm represents a rupture in both Calixta's and Alcée commitments to their families. With Calixta's chores around the house—taking the drying laundry inside and sewing a cotton sheet—and Alcée writing to his wife at the end of the story, we know that this forbidden passion came as an interruption to the regularly scheduled program of adult family life.
Female Sexuality
While we certainly get a sense of Alcée desires during the sexual encounter, the only experience of the sexual encounter really explored is Calixta's. Chopin shrouds this experience in purple prose and sensual imagery, providing a trailblazing portrayal of the female sexual experience. The story's focus on Calixta's experience and pleasure—and total disinterest in any kind of moral aspect of the affair—help to explain Chopin's place as a predecessor to feminist authors in the English literary canon.
The Small Town
This story takes place in a small town, one where we could imagine that it's hard for anyone to enjoy an affair and get away with it. We get a sense of this when, at the end of the story, Calixta and her family laugh so much at the kitchen table that "anyone might have heard them as far away as Laballière's." Laballière's, of course, is Alcée house. So therefore, the storm acts as a strange wedge in the typical small-town existence, providing the space and timing for an encounter that would have otherwise been impossible if Bobinôt and Bibi could have taken a much quicker, unimpeded trip to the store.
Clothing
Clothing plays a major role in the story, both in terms of plot and character development. Of course, there's the bodice that Calixta unties from around her neck during the early moments of the seduction which we know means that she and Alcée will indulge in their wants. But there is also the frequent mention of her son Bibi's clothing: Calixta brings in some of his clothes that are drying before the storm, and the clothes Bibi is wearing getting covered with mud after the storm. Bobinôt, at the end of the story, pulls a can of shrimp out of his "ample side pocket," representing his role as the provider for the family.
