What theme is common in Paul's Case, The Necklace, and Winter Dreams?
A consistent theme in all three is the dissatisfaction of the main character's reality, the need to create a fake reality for themselves, and the ultimate victimization of the main characters due to their weaknesses.
In Pauls Case, he hates everything about his surroundings and wishes to live the life of a dandy. He stole money, spent it on a fantasy trip to NYC, and once caught killed himself.
In Necklace the main character equally complaints about her surroundings and borrowed a necklace for a lame office party just so she can concertize her dreams of richness. She lost the necklace, became a victim of herself by having to pay it back only to find out it as a piece of paste and plastic what ruined her life.
Dexter in Winter Dreams is similar to Paul in Paul's case in that he also wanted to be a dandy and part of the 1920's beautiful kids clique. Once he does become rich, he is still victimized by his ambition in that the object of his affection would never be his.
Thus, they were all victims of ambition.