What's the theme of the short story "The Ransom of Red Chief"?

This is a highly entertaining story about how 2 hardened criminals come up against a situation that they can't handle, in the unexpected form of a precocious little boy.  There is a strong theme of the underdog coming out on top.  You have a kid-a bit imaginative and irritating, but a kid nonetheless, that drives the characters so completely insane that they end up paying the kid's father to take him back.  It is a complete reversal of their best-laid plans, and Bill, after the kid is gone, states,

"In ten minutes I shall cross the Central, Southern and Middle Western States, and be legging it trippingly for the Canadian border."

and he gets out of there as fast as he can before little chief can somehow get back into his life.  The underdog in this situation was the supposed victim, the small, innocent child that is so cruelly kidnapped and held prisoner.  But, he wins out in the end, because he is not your average ten-year-old kid.  He isn't a "country bumpkin" as they had been expecting, so the slick city criminals are bested by this extraordinary underdog of a kid.

I hope that helps a bit; I provided a link to a more thorough discussion of the "underdog" theme, and that should be useful also.  Good luck!