There is one “Theme” available - called Agile Records.
I put quotation marks around the word for a reason- EE isn’t really a theme-driven CMS. It’s more geared towards custom builds.
You can use any HTML you want (so in that sense any theme is able to be driven by EE), but it’s not a one-click install like you might expect.
Agile Records is called a Theme but is really more of a demo site to install and have a look around the code that drives it.
I’ve also begun a tutorial series on building a portfolio site using EE and the front-end code is a downloaded theme:
http://www.train-ee.com/courseware/free-tutorials/category/building-a-portfolio-site