One important theme is that of futility. The characters in the book all seem to be motivated by what they feel is their "destiny," and so attempts to change that destiny end up being futile. Even Sheriff Bell understands that; he is trying so hard to solve the mystery and do the right thing, but he's always one step behind the violence. They move towards their fates with a strong feeling of determinism; "Nothing can change our eventual fate, so we should play our roles until they end."
In today's society, it is becoming more and more common for people -- especially young people -- to give up on the idea of empowering or improving themselves. "This is the best it's going to get," they think, "so why go through the effort of pushing against the tide?" It is so hard to change anything about society in a meaningful way, and so it is becoming acceptable to simply give up and go with society, even when the direction is obviously negative.
One important connection is the interplay of greed and heroism. Here we have Sheriff Bell--whose heroism rings true--trying to save the life of Moss, who, like a moss covered stone, is not going to be able to roll away from his fate. His fate was precipitated when his greed compelled his pride to steal from the crime syndicate bosses and try to get away with it. As our society has seen repeatedly in recent years--from corporations to Senators--greed compels its own eventual destruction. Heroism is the force that steps in to attempt to either stop greed in its path or, like in Bell's case, save greed's victims from their own folly, like in Moss's case.
"Every step you take is forever. You cant make it go away. None of it."
In "No Country for Old Men" there exists a significant connection to today's society. The connection is the breakdown of morals and how this manifests itself in increased drug use, murder, greed, and distrust of others. The novel by Cormac McCarthy, as well as the movie based on the book (by Joel and Ethan Coen) shows quite dramatically how moral deterioration hardens people. I agree with the above post that the characters are indeed tempting fate. They do this because of their lust for money. Therefore, in their lust and greed they do not seriously consider the results of their illegal and dangerous actions.
Among thieves, criminals, and other nefarious folk, there is a law of injustice - a way of doing things within the paradigm they are living in. It is, in a sense, a set of rules to be played by, even as they perform illegal acts. Therefore, in the book and the film, Anton Chigurh plays by his own weird set of rules and inflicts punishment on those who do not play by his rules.
I think there are a lot of connections with the society of today. On the surface, drug cartels seem to have taken over in some parts of the world. The world of violence and danger described in the book is very accurate. Another important element is the human condition. All of the characters in the book are tempting fate.
When he walked in she got up off the couch and ran and put her arms around his neck. I thought you was dead, she said.
Well I aint so dont go slobbering. (p. 48)
We want to root for Moss, but he is such a hardened character that sometimes it's hard.