This feature is available in Enterprise and Ultimate editions.
Backlog Groups (formerly called Themes) are hierarchical functional groupings used to segment your backlog. They are typically used to represent functional components of your system. They can be used as filters during the planning and tracking process and to report on progress and plans from this higher-level perspective.
The Backlog Groups page is located in the Product Planning section. This page is divided into two grids: Backlog Groups and Backlog. The Backlog Groups grid shows all the Backlog Groups in the selected project to which backlog items can be assigned. The Backlog grid shows the stories that can be assigned to a Backlog Groups.
The progress bars on the Backlog Groups grid will give you a quick view of progress by showing the amount of estimate completed and remaining to be done. The Backlog grid below will show the detailed progress of the Backlog items related to each Backlog Group.
You can use child Backlog Groups to roll sub-features up into larger groups for tracking purposes.
The Manage Relations link on the Add page is where you declare what makes up the Backlog Group you are adding.
Your selection in the project/release hierarchy determines what selections you'll be able to make in the Manage Relationships section. Only projects below your selection will be available.
In the Winter 2015 release, the name of the Feature Groups (or Themes) asset was changed to "Backlog Groups" . Note that the functionally remains the same and any localization changes will override this update.