One major theme found both in Shelley’s "Ode to the West Wind" and Keats’s "Ode to a Nightingale" is the power and redemptive value of art. Both poets are considered members of the Romantic movement in literature, and the similarities in their approach to this theme reflect the nature of this literary movement.
For both poets, art is grounded in nature. This can be seen in the titles of the poems, as both are "odes" addressed to an aspect of nature (a bird and the west wind). Shelley also wrote an "To a Skylark," an ode that is even closer to Keats's "Ode to a Nightingale" in subject and theme and that is also addressed to a bird.
Both poets personify the subjects of their poems (the wind and the nightingale), and both use apostrophe, in which the narrators talk to the wind and the bird as though these elements of nature were human. In both cases, poetry and nature are closely linked rather than poetry being considered a form of human artifice contrasted with nature.
The narrative trajectories of both poems are similar. The poems begin with the narrators expressing melancholy and dissatisfaction. They both look to their respective subjects for inspiration and both find some consolation and promise of redemptive power in the natural phenomena they address, although Shelley's ending is more optimistic, whereas Keats ends on a plaintive note with the bird flying away. Natural phenomena are seen as inspiring in the way they lift the speakers out of themselves; the speakers are not just observing but achieving a sort of spiritual union with nature.
Of the two, Shelley is rather the more triumphant, with the narrator seeing himself as prophetic (his poetry potentially a "trumpet of a prophecy"), with words capable of a transformative power infecting not just himself but mankind. Keats is rather more melancholic, being a chronic invalid "half in love with easeful Death" who sees poetry not so much as an amplification of nature but as a way humans reach toward nature in a way that is never completely satisfying, as is indicated by the phrase "viewless wings of Poesy."