Love and sacrifice are common. Naruto's death for Hinata would be the ultimate act of love. Another theme could be grief. Hinata would have to deal with the intense grief of losing Naruto. And also, heroism. Naruto's act of dying could be seen as a heroic one in the context of protecting Hinata or something she holds dear.
Well, in these fanfics, the theme of redemption can sometimes be present. Maybe Naruto feels he has to die to make up for something in relation to Hinata. The theme of a love that transcends death can also be there. Hinata might be shown as being inspired by Naruto's sacrifice and carrying on his legacy in a way that shows their love still exists even though he's gone. And the theme of change in the characters around them, like how their friends react to Naruto's death and how it changes their relationships with Hinata.