The main theme of The Great Gatsby is the death of the American Dream, with that dream's focus on exploration, individuality, and the pursuit of happiness. In Gatsby's world (and, arguably, the author's mind), these things have long been forgotten, and the reality is all about relaxed social morals, social class wars, and the pursuit of easy money.
Hamlet is, on the face of it, a revenge play, but there's more lurking beneath the surface, as indicated by Hamlet's famous soliloquy "To be or not to be. . . ." The overall theme is the uncertainty of life and death—and how each individual must try to navigate these uncertainties on his or her own.
Death of a Salesman is also largely about uncertainty and an individual's identity crisis. It's the story of what happens when a man is unable to accept the changes that are occurring within and around him.
The main theme of Slaughterhouse-Five is the nonsensical nature of war and violence. It is the story of an individual who has been so affected by his horrific experiences in World War II that he has come "unstuck in time."
Indeed, all four of these works deal with changes that are occurring around and within the main characters and how the main characters navigate—or fail to navigate—through them.