There are more themes turning up that are officially from microsoft that are fully signed, meaning you don’t need to modify you windows XP install to use them, but were made instantly available to everybody for various reasons.
1) Royale Style (MCE Theme aka Energy Bliss)
This was provided with windows XP Media Centre Edition only, but has been extracted so it may be installed on any XP edition. This package also provides the Royale Noir style, thanks to http://samanathon.com/royale-noir-a-secret-xp-theme-uncovered-7/
Note: The download from here has been updated by comparison to that from samanathon.com
Provided as part of Windows XP Embedded, in the same way as MCE was.
3) Zune Style
The official microsoft Zune Style, but has been made into a zip instead of the msi that is provided directly from MS. This is a free download available to all.
4) Luna Style
This is provided as part of any XP install, and has not been screenshot because of that. I have however provided it as a download, as I know how easily some of these files are lost.
Provided for the same reason as the luna Style.
I hope these are useful, to install any of these these and styles, unzip into ‘<Windows Directory>\Resources\Themes’, for exampe, on my system it is C:\WINDOWS\Resources\Themes.