Downplayed: Four sisters are named April, May, June, and Juliet.
Justified: April, May, and June are biological sisters. Alice is adopted.
Inverted: A character has explicitly stated that they named their daughters after months. April is the only one that is; her sisters are named Alice, Bonnie, and Carol.
Subverted: Four sisters go by the names April, May, June, and Alice. Then Alice's friends discover that her real name is July; she chooses to go by Alice because the whole Theme Naming schtick is embarrassing to her.
Double Subverted: It turns out Alice took it one step further and had her name legally changed from July to Alice.
Zig Zagged: Everybody knows the four sisters as April, May, June and Alice. Later on, Alice's friends discover that her real name is July, or rather was July until she legally changed it to Alice. But then it turns out that the sisters also have second names with another set of Theme Naming, meaning that Alice still doesn't break the trend. So she switches that name, too, but she took one without realizing that it went with the theme. Even later on, May turns out to not be related to the other three...
Averted: There is no Theme Naming at all. Or the Theme Naming doesn't have any exceptions (the sisters' names are April, May, June, and July).
Lampshaded: During an interview with the four sisters' parents, the journalist asks them why they decided to give Alice such a different name.
Defied: "What? Give her a completely different name? Why quit a winning game?!"
Deconstructed: It turns out that April, May, and June find the Theme Naming to be embarrassing. Alice is spared the humiliation of being named after a month, which is a sign of Parental Favoritism.
Reconstructed: April, May and June change their names. Or they ask people to call them by their second (non-thematic) names.