THEMED TEAMS
Themed teams are forces of HeroClix characters in which all characters share at least one common keyword among the keywords listed on their character cards

ASSEMBLING YOUR FORCE
In general, characters will comprise the bulk of your force. A force must include at least one character.

Does this means that entities and characters in the sideline break themed team?

Characters on the sideboard don't break themed teams.

I don't know what entities are, so would need some rules text to comment. But I'm sure someone else will jump in soon

Entities tend to break theme because they give the character they're possessing their own keywords. So unless you have a specific Lantern Corp team and attach that entity to someone else, you probably won't have a theme team.

Per the entity trait:

ENTITY POSSESSION: When Entity would be KO'd or, if you pay 25 points when building your force, place Entity on another friendly character's card if that character is 25 points or more, has the "fist" or "sharpshooter" symbol, the "shield" or "indomitable" symbol, and the "tiny" or "burst" symbol. That character has Entity's keywords and can use the Possessed ability with this character as the Possessor. When that character is KO'd, Entity is removed from the game.

But why is it that the sideline doesn't break themed team? doesn't those characters also comprise the bulk of your force?

If you were to run Sentry from Chaos War - you could include him in a Themed Team for either AVENGERS or DARK AVENGERS.
If you included Void on your sideline (for him to be replaced with) - he would not break your Theme despite not having either of those keywords.

The sideline characters are not specifically part of your team - they just provide options/benefits for you after the game has started.

Entities break theme since they are counted as characters on your force. Even at 25 point line.

right... there is a clear distinction between 'side board' characters (Alter Egos etc.), and characters you play from the 'side line'... (Entities, Penguin etc.)

Just to clarify Penguin never breaks theme when played from off the Map.

If you are playing Penguin as a Resource then he does not Break Theme as he is not a character, but a Resource. Resources do not break theme. The Batcave is different because it brings characters, without keywords, onto your force.

No. Alter Ego replacements (such as the Ghost Rider Johnny Blaze transforms into) are considered part of your sideline. They're just not part of your force. "sideboard" is a term from Magic and is not (with or without a space) a HeroClix term.

In heroclix they're called Replacement Characters. The reason they don't count towards theme (and one of the reasons Entities do) is because you're not paying their point cost to add them to your force.

... and that is what happens when I recall rules from memory and do not reference them directly for specific terms.

Thanks Dragon, Billie_TAL and ManiacClown for corrections and clarifications - sorry for confusion.