After Macbeth has committed the murder of King Duncan, he returns to his bedroom to meet his wife. When she discovers that he has left the room with the murder weapons, the bloody daggers, still on his person, she knows that she must return them to the room where his chamberlains sleep in order to frame them convincingly. When she leaves Macbeth alone, he says,

Will all great Neptune's ocean wash this blood
Clean from my hand?  (2.2.78-79)

Macbeth alludes to Neptune, the Roman god of the seas, and asks if the entire ocean would be enough to wash the blood off his hand. He is using hyperbole, or exaggeration, in order to emphasize how much guilt he feels for the murder and, also  to describe the amount of blood that is literally on his hands. This leads to the theme that guilt is harder to get rid of than we might believe. We see this theme with Lady Macbeth as well.

Then, after Macduff discovers Duncan's dead body in the morning, he tells the others to

Approach the chamber and destroy your sight
With a new Gorgon.  (2.3.82-83)

He alludes to Medusa, the Gorgon: a mythological creature who turned people to stone just by looking at them.  Macduff suggests, by the use of this allusion, that the sight of Duncan's dead body is so awful that it could petrify you, just like Medusa's gaze.  

"Till that Bellona's bridegroom, lapped in proof..." (I.2.62). The messenger, Ross, here is describing Macbeth's bravery and prowess on the battlefield, comparing him to the husband of the Roman Goddess of War, Bellona. Here, Shakespeare connects thematically to the notion of the capability of men to kill (murder on the battlefield) versus that of the females in the play. Macbeth is talented; he's a killing machine when it comes to open warfare. However, he has difficulty killing when it is sinister and treacherous and veiled.

"Will plead like angels trumpet-tongued against / The deep damnation of his taking off..." (I.7.19-20). Macbeth, here, is pondering what would happen if he indeed killed the king, referring to how trumpeted angels and heaven would resist such an act. Shakespeare refers to Revlelations 8:10 and the several responses to the blowing of the trumpets by the angels of heaven. The thematic connection here is the divine right of kings and how unnatural it would be to kill a king, and alter the order of succession (The Great Chain of Being and Primogeniture), something Shakespeare's world would definitely adhere to.

"Turn hell hound, turn!" (V.8.3). This is Macduff's line as he confronts Macbeth at the end of the play. Hell hound is a common Greek mythological reference, probably even referring to Cerberus, the most popular hell hound from older traditions and even in popular culture today (Clash of the Titansand Harry Potter and the Sorcerer's Stone). Hell hounds typically guard something or hunt something / someone. The thematic topic here is about the devilish nature of Macbeth and his treason. He has committed an act, associating himself with a devil and against heaven; he is a tyrant, and Macduff must confront this demon.