Apple - How to create a keynote theme?

If you are using Keynote 6 then all you have to do is take an existing theme, make the modifications that you want then choose Save Theme from the file menu

It well then ask what you want to do with your shiny new theme

I did this myself but I noticed there was a step missing. If you want to create a new background with an image you import, make sure you pull down the divider on the sidebar and add the image to the MASTER slide. Then you can save the theme. I tried saving the theme before doing this and couldn't figure out why it still looked like the old theme when I opened the new one.