There are many ways to get to what you are describing.
One way is to make a field called "Themes" and populate the Themes field with the information you are talking about. Then you can make a Categories View, that's a lot like your Albums view. Except that your new view starts with Theme as the first category and Album as the second category. In this way you can have many themes and you can drill down into a theme and see all the albums with that theme.
Another way to do this is to build a normal playlist, but then *view* the playlist in a Categories or Panes view. This wasn't obvious to me at first AT ALL. But you can make Playlist Group a Category or a Pane! When defining or editing a view, you'll get a dialog that lets you choose which field you want. If you look to the left, you'll see that there are several more selections other than "library field". One of these is Playlist Group.
Make a categories view that has Playlist Group (root of all playlists) as the first category and Albums as the second category, and now you can view all of your playlists, grouped together by album.
If neither of these work for you, perhaps I've given you enough info to try some other stuff on your own.
Good luck.
Brian.