As I said earlier, there's three rather deftly handled character arcs undergone by Max, Furiosa and Nox.
Much of the film relies on the relationship between Max and Furiosa, which many assumed would be a romance, but is in fact entirely platonic. They share comparatively few lines of dialogue with each other, but form a strong bong by the third act of the film.
It's a testament to Miller's direction that much of this bond is formed in the middle of the various action scenes throughout the story. For example, during the canyon chase sequence mid way through the film, communicating only with grunts and facial expressions, Furiosa and Max instinctively begin to work like a well oiled machine as they are beset by their enemies, expressing through their actions their growing trust of one another. In a humorous moment shortly after, Max is shown having trouble sniping an enemy from a long distance while Furiosa hovers over him, her expression worried, but showing enough trust of Max's abilities that she does not urge him to give her the gun. Max sees this and relents, begrudgingly gives her the gun and allows her to use him as a post, highlighting their mutual respect.
This growing bond is the crux of the film both in terms of its plot and in terms of its thematic narrative as both characters represent polar opposite mindsets when it comes to hope (one of the film's driving themes). Max represents the complete abandonment of hope and what it will do to a man when he gives up on hope entirely. Furiosa in contrast represents complete and utter devotion to hope in the face of any adversity and the ill effects this blind hope may have when the world decides to rip it away. As their bond strengthens, their ideologies find common ground between these two extremes, allowing them to work together to find their redemption.
Redemption is another theme that runs through the story and a driving motivation for Furiosa and (in the third act of the film) for Max. But it is manifested most clearly in Nox as his blind faith and hope in a glorious death lead him to commit atrocities. At first, he seems to be a monster but he is revealed to be little more than a misguided child and after being exposed to true kindness, he is able to find redemption as well, turning away from Immortan Joe and sacrificing himself to stop the very men he worshipped.
Another interesting aspect is the Wasteland society headed by three Warlords. One can look at this from a number of different points of view. Here's one interesting take by a fan:
"I just got done watching Fury Road and have been thinking about the motto scrawled on the wall behind Immortan Joe as he enters the harem chamber - "Who Killed The World?"
It is apparent that the three main warlords are representative of their chosen "commodity" - water, weapons, & gasoline. But, I believe they actually represent something greater - the cause of the apocalypse itself and each of them is in fact a representation of one of the four Horsemen of the Apocalypse.
Immortan Joe represents Conquest/Pestilence. We know that he pursues and enslaves people in the Wasteland (i.e. Furiosa's origin) and then turns those conquered people so they view him as god-like and the path to heaven. In this way, he assumes the same duality as the Christian horseman - as both a righteous figure (some interpret Conquest as Jesus spreading the gospel) and an evil figure (some interpret Conquest as a false prophet), and also as an infectious influence like the modern "Pestilence" (he "turns" his slaves into followers).
IJ and his followers also embody Pestilence by their own bodies. They are covered in festering sores, are mis-shapen and/or disabled, and have tumors from the nuclear radiation (side note: I find it interesting that Fury Road is the first time Miller has basically beaten everyone over the head with "It was global thermonuclear war, dummies!", when the series has only ever strongly hinted at that before).
The Bullet Farmer represents War. This is an easy one but hear me out. The Christian horseman isn't simply the embodiment of all war, it is the embodiment of unchecked aggression and "non-righteous" conflict. In a modern sense, War is simply unchecked militarism and internecine warfare. The Bullet Farmer doesn't merely represent these qualities, he actively pursues them. When the rest of the group is stuck in the mud and the three warlords have a talk, The People Eater tells him to wait and not hurt the "wives", but instead he goes riding off alone (unchecked aggression) and fires wildly with no regard to who he hits (collateral damage/internecine warfare/"friendly fire").
The People Eater represents Famine. "But he's fat!", you say. Read on, this requires more backstory of the Christian horseman. Famine is generally shown carrying weighing scales to measure grain during a famine. When he appears Saint John hears an exclamation on the prices of grain, but it then concludes:
and see thou hurt not the oil and the wine
Why does the voice say this? It's generally interpreted to mean that luxury goods should remain unaffected by famine, meaning the rich will not suffer, while the poor will. In this way, Famine also embodies the injustice and gluttony of the rich. We see this reflected in the characters surrounding The People Eater - many will resort to eating mutant salamanders, whereas TPE is extremely obese and has major gout, he is obviously well-fed.
TPE also embodies Famine in his name. Throughout history there are recurring episodes of cannibalism practiced by people who were not getting enough nutrients.
So, I bet you're wondering "who's the fourth Horsemen???"....it's Max. Max is Death. Nowhere is this more clear than Max's visions of the dead people he has been unable to "save". He carries the dead with him, leaves people dead in his own path, but can also never be killed himself. Max and Death are both remorseless forces of nature, and that is especially true in Fury Road."
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