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The issue here is complicated by the fact that \mathbf (the command for setting bold text in TeX maths) affects a select few mathematical symbols (the uppercase Greek letters). However lower-case Greek letters behave differently from upper-case Greek letters (due to Knuth’s esoteric font encoding decisions). However, \mathbf can’t be used even for upper-case Greek letters in the AMSLaTeX amsmath package, which disables this font-switching and you must use one of the techniques outlined below.

The Plain TeX solution does work, in a limited way:

{\boldmath$\theta$}

but \boldmath may not be used in maths mode, so this ‘solution’ requires arcana such as:

$... \mbox{\boldmath$\theta$} ...$

which then causes problems in superscripts, etc.

These problems may be addressed by using a bold mathematics package.

• The bm package, which is part of the LaTeX tools distribution, defines a command \bm which may be used anywhere in maths mode.
• The amsbsy package (which is part of AMSLaTeX) defines a command \boldsymbol, which (though slightly less comprehensive than \bm) covers almost all common cases.

All these solutions cover all mathematical symbols, not merely Greek letters.