I didn't see any threads on Braid's themes yet and was hoping to spur some sort of discussion on the subject. While I'm not going to pretend to have a sold story down, there are some themes that are definitely pushed into your face over the course of the game.
The title of the game, Braid, is mentioned at least twice in the game, both times attached to some sort of violence. Once, early in the game, "the princess' braid" lashes at Tim. Also, if you read the hidden texts (those that only appear in the epilogue cloud world when 1. a red book is open and 2. Tim is standing on a spot that emotes an angelic note) at the end of the game, the candy shop story talks of Tim pulling violently at his mother's braid in an effort to get the forbidden candy/scientific tools. You could probably infer some mommy issues in this linkage, but I haven't really thought about that too much.
What got me more curious about the name Braid is that there's a professor Donald Braid from Butler who wrote an article, "Doing Good Physics": Narrative and Innovation in Research which is apparently about learning from past successes and failures in physics. In particular, from what I've found (I've not read the article, I just finished Braid and googled some of my ideas about the game) there's mention of avoiding danger and embarrassment by learning through others' past experiences. There are repeated themes of learning from mistakes throughout Braid. It's the bulk of the story leading into level 2, in fact.
Now, I've gone from the name Braid to this professor's article from 2006, and that kind of ties back into some of the more in your face themes that the game offers. Donald Braid was writing about physics. The game pretty clearly depicts the Manhattan project by the epilogue. The whole "now we're all sons of bitches" line and depiction of a bomb being tested in the desert. Also, the narrative mentions Manhattan as a setting of what I assume is Tim's adult life. When he's running through the city with a girl not called "the princess."
Finally, "the princess" is depicted as (abstractly) some sort of glimmering hope that will bring peace and happiness to not just Tim, but the entire world. In the epilogue, "the princess" is the atomic bomb. It's pretty clear when you read the hidden text (that you need the angelic voices to read) on the screen that quotes Oppenheimer.
Anyhow, I just wanted to touch on that one train of circular thought. The game is a story and a warning about a fictional man behind the atomic bomb. He works his whole life, socially awkward, looking for this one unattainable goal of the princess. Whether this goal changes over time and eventually becomes world peace via the bomb, or is world peace via some avenue for Tim's entire life, or is just this ever changing goal of doing something great or finding something better, it seems clear by the end that Tim is looking for world peace. What's interesting about this is the epilogue of world 1 (the final world). This would lead me to believe that the entire game that you played prior to world 1 (worlds 2-6) are actually David Lynch-ish pseudo-realities constructed in the protangonist's own mind to cope with the horror he unleashed via his quest for something noble and great (assuming peace was Tim's goal and the bomb was his means). This also makes sense in that the memories are cloudy and vague. They're sometimes idealistic. They're almost certainly metaphors. Tim needs to piece together the puzzles that are his memories.
On an absolute final note, I suppose the last scene of gameplay makes sense in this light. Tim enters a cave and sees this villain with a woman in his arms. She runs away looking for help as this villain demands that she return and throws a tantrum shaking the earth he stands on. Tim runs towards this damsel in distress with the goal of saving her. I believe she represents humanity. She's not the princess at all. the princess is only an idea. He runs through the cave, trying to rescue her as she helps him along from above ground. The entire time, this massive explosion of flames chases our hero Tim. But when we get the end and realize that Tim was actually the threat, the woman (humanity) runs from Tim, the real villain, into the waiting arms of her white knight. She drops all the traps she can at the villian Tim en route to her waiting hero. This scene, would then be the realization that Tim isn't bringing the princess to the world, he's not making it a better place, he's the monster bringing upon destruction. That's world 1. That's how it all begins. That's what happens prior to Tim walking across a flaming city into his house, trying to piece his mind back together (as the game started when you first turned it on).