In the first narrator of Berlioz and Ivan the poet, the theme of oppression is exemplified by the state. The devil shows up as a foreigner and highlights some of the absurdity of living under the Stalinist regime.
In the second narrative, oppression is represented by Pilate as the oppressor. In a sense the theme as the same as Pilate also represents the state.
In the third narrative, oppression is represented by critics who panned the Master's novel about Pilate and led to the Master's burning of his manuscript. In this way the state is also shown as it could represent censorship as well. In addition the Master and the Margarita are oppressed by the fact that they are in love with each other but married to other people.