What is the theme of Paul Laurence Dunbar's poem "Sympathy"?

The theme of the poem "Sympathy" is racism, and the imprisoning effect it has on the soul.

In the poem, the poet Paul Lawrence Dunbar compares himself to a caged bird.  He can empathize with how the bird feels; just as the bird looks with longing at the beautiful world just beyond the bars that cage him in, so the poet, as a black man in America in the early 1900s, feels about his situation as a victim of a racism and discrimination in his society. 

The poet goes beyond the empathy he feels for the caged bird in the second stanza of the poem, when he develops his theme further, describing the helpless rage both he and the bird feel as they look out from behind the bars that confine them at opportunities and freedoms others can enjoy but which they are denied.  Like the bird, he "beats (his) wings" ferociously against the cage's cruel bars, but to no avail.

Finally, in the last stanza, exhausted and in pain from his futile attempts to escape his prison, the poet identifies the song of the caged bird.  It is not "a carol of joy or glee", but a desperate prayer for deliverance, for the bird and for himself, that one day both "would be free".