First of all, of course there is a theme. All works of literature have them. Theme can be defined as "a general statement of universal truth." When reading In Cold Blood however, you should be struck by the fact that there isn't just one truth. In this book, Capote is urging us to recognize that life is complicated, as is his novel, and cannot often be summed up with pat maxims.
In Cold Blood contains many themes, and one of them is this "nature vs. nurture" idea. Capote is a Post-Modernist writer who is building on the ideas of some Modernists who looked at character (personality) as something that can be created by several things: heredity, social conditions and environment. Capote builds on the ideas of earlier writers, who created fictional situations in which this could be true, by showing the reader that it may be true in real (non-fiction) situations as well.
Another theme in In Cold Blood must surely be the complicated nature of compassion. Throughout the book we are asked to have compassion and sympathy for so many of the characters--the Clutters, the town that will never again be as innocent as it was on the day before the murders, Al Dewey, Dick Hickock, Perry Smith, the Hickock and Smith families--indeed, nearly every character in the book deserves the reader's compassion. Yet this is complicated, since many of the people we feel compassion for are murderers or people whose actions clearly caused their own downfalls.