I haven't seen an official way to add new themes to Keynote on the iPad. At least one company is already selling a set of Keynote themes specifically for the iPad, but I have no idea how they do it (and I didn't want to spend $25 to find out).
Obviously, copying the .kth files from iWork'09 to the iPad does not work. You can add themes to the Keynote files to be transferred in iTunes but they won't show up (neither in the theme selection nor as presentations) on the iPad. Looking "under the hood" with iPhone Explorer, you can see that the theme is copied over to the iPad. It does, however, end up in the same directory as the presentations and, more importantly, the directory structure (a .kth "file" is really a directory) differs from the existing themes on the iPad. So that won't work.
Here's my solution / workaround: