When you play a game of Eldritch Horror, do you put together everything from every expansion (spells, assets, encounters, etc), or do you only include the cards from the expansions you're using in that particular game? Does it keeps things more thematic if you only use the cards from the expansions you're playing with, or is theme not really a thing in Eldritch Horror?
All-in or by expansion
I think the designers planned for you to use everything. Most players do so, I believe. Some use only the expansion they focus on and the base game (and maybe the first expansion also).
I think most of the theme come from the cards that come from the AO you're fighting so I think theme shines through either way.
For me personally I think some decks may become better with one way and other decks better with other. And I like having all characters available.
I put everything together. All characters, spells, items, etc. What I have started customising though is the mythos deck. I often build that up from the expansions I'm using to keep it more thematic. But it depends on how I feel.
I keep things separate. It keeps things better organized, and that way I'm not overwhelmed by having so many things that could be done at once. Typically, I won't add more than one expansion because it makes cleanup much easier.
Because of this, I tend to use Mythos cards from the expansion the Ancient One is a part of, filling in the original games cards if I don't have enough (can happen with Rumors in the small boxes)