Theme Nights?

I've read somewhere that some cruises have theme nights.
We are cruising RC Grandeur of the Seas.
Do all cruise lines do this and is there anything in particular that I should bring to participate in this?

Thanks!

We sailed on RC last year on Monarch and they did their theme nights around the ports of call. For Cozumel we did Mexican style food and you could dress in the atire. For Grand Cayman they did Caribbean food and dress. They also did a Tex-Mex night and some folks had on cowboy hats and such. It's all in the spirit of fun so you won't be out of place without it. There were only a few people that knew about it and we were told you can call the cruise line directly to find out the themes, if any, for your sailing.