After you've gone to all the trouble of modifying or creating your own master slides, they still exist just within that one Keynote document. If you save them as a theme, they're available whenever you want them, right there in your Theme Chooser.
To save custom themes, choose File Save Theme, and give your new theme a name . If your themes master slides contain sounds or movies, turn on the checkbox marked "Copy audio and movies into theme." Turning on this checkbox can make your theme's file size much larger, but if you move your theme to a different computer, the audio and video files tag along for the ride.
You can save theme files anywhere on your hard drive (they feature the .kth file extension), but only those you store in Keynote's special Themes folder show up in the Theme Chooser. Navigate to it by following the path from your Hard Drive Users [home directory] Library Application Support iWork Keynote Themesthen click Save. Keynote adds the new theme to your Theme Chooser, using the first slide in your presentation for the thumbnail image.