Some themes that the Romantics used a lot were themes of the individual, nature and death as you say. But they also were into the idea that emotions were important (more so than logic) and that dreams and visions meant something. Finally, the Romantics were into the supernatural.
As far as the idea of nature goes, the description of Sleepy Hollow is pretty romantic.
Not far from this village, perhaps about two miles, there is a little valley or rather lap of land among high hills, which is one of the quietest places in the whole world. A small brook glides through it, with just murmur enough to lull one to repose; and the occasional whistle of a quail or tapping of a woodpecker is almost the only sound that ever breaks in upon the uniform tranquillity.
The whole idea of the headless horseman and of the many legends and "ghost stories" that the people tell is very much in line with the ideas of romanticism.
Finally, the fact that Katrina prefers Brom to Ichabod seems Romantic. In terms of intellect and logic, Ichabod is superior. But she prefers Brom because he's so manly.
I'm sure there are many other examples, but these are a few.
The previous post alluded to much in the way of Romanticism in Irving's work. I think the most overwhelming element present resided in the faith and trust in emotion as opposed to strict concepts of reason. The fact that the schoolteacher is subject to believing the "ghost stories" of lore helps to illuminate this presence of emotion. In line with the movement in American Literature of Transcendentalism, which is a variation on European Romanticism, Irving creates a persona of Crane that, despite the supposedly strict and stringent notion of the schoolteacher, is one who believes in the unknown and that which cannot be categorized through pure logic and explanation. This is quite consistent with Romantic thought, which embraced the emotional and that which lie outside the realm of scientific and calculating thought.
"The Legend of Sleepy Hollow" is a good source of romantic fiction. There are two male characters vying for Katrin Van Tassel's attention and love, Braum Bones and Ichabob Crane. The book has a focus on ghosts and supernatural events, common in romantic fiction. Irving, the writer of the story, was known for writing romantic fiction. He wrote during an era of enlightenment versus the staunch rules of Puritanism. He demonstrates his skill by adding elements of nature and gothic imagery. The surroundings would suggest that the rural scenes offer comfort and beauty, but underneath lurks the ghostly trespass of the headless horseman.