Themes

Recurring themes, running jokes and overall plotline are events, references and actions done by characters on Futurama, but happens over multiple episodes, which may not have any relation besides these things.

Recurring themes & running jokes
Recurring themes differ from running jokes/gags that they are not necessarily intended as jokes. A good example of this is the relationship between Fry and Leela. An example of a running joke could be how Amy at any time possible teases Leela about how her appearance in general.

Overall plotline
Overall plotline differs from recurring themes and running jokes as they are intended as a method of keeping the show together, and episodes will most likely have a connection. An example of this would be the relationship between Kif and Amy.