Though Proulx's social concerns center on the peculiar privations suffered by Wyoming residents, thematically Close Range takes up issues pertaining to the universal traits of human nature. Even while they struggle against the harsh Wyoming environment, the characters in Proulx's stories try to situate themselves in a larger society. Sometimes, the characters yearn for general acceptance, sometimes the fight takes place on a smaller scale as individuals deal with familial strife.

One of the principal ways in which the characters of Close Range try to fit in involves meeting the expectations of gender. Proulx suggests that Wyoming's culture places particular emphasis on masculinity, but men's need to demonstrate their manliness permeates all cultures. Her treatment of this subject, then, is truly a thematic one. Perhaps the most obvious examples of men self-consciously trying to assert their masculinity can be found in "The Mud Below" and "Job History." In the first story Diamond reacts against the jeers he receives as a child by engaging in a hyper-masculine profession: bull riding. As a youth, Diamond's diminutive size put him at a disadvantage: "five-foot three, rapping, tapping, nail-biting, he radiated unease. A virgin at eighteen—not many of either sex in his senior class in that condition—his tries at changing the situation went wrong." Throughout the story, Proulx suggests that Diamond's actions are a response to the stigma associated with smallness and delicacy. In whatever way possible, Diamond tries to puff himself up, asserting his manhood in an effort to gain the acceptance his size denied him. Though the rodeo is a peculiarly western mode for asserting masculinity, men and boys in all cultures strive to demonstrate their prowess in some way. For Leeland Lee, protagonist of "Job History," sex becomes a powerful tool for asserting both his masculinity and his age. Robbed of a stable father figure, Leeland marries his pregnant girlfriend at seventeen. Rather than an act of fate or a measure of irresponsibility, Proulx frames this as a semiconscious act on Leeland's part. His early marriage and child-rearing demonstrates the fact that he is his own man, separate from his mother.

Like Leeland, other characters in Close Range have complicated struggles with their family. Just as Leeland rebels against his mother's influence, Mero, the main character in "The Half-Skinned Steer," tries to free himself entirely from his native culture. Unhappy with his childhood on an only rarely successful ranch, Mero heads east for the relative security of a life in business. Family affairs, however, draw him back to Wyoming where he finds himself shockingly unfit to deal with the harsh realities of the rural West. Proulx thus works with an old theme about the impossibility of returning home. Her story, though, adds a twist. Home, it seems, will always pull one back to it, even if that home has become an unfamiliar, even dangerous place.