This article of SilverLaw describes how to manage different colors and color themes for styles using merged resource dictionaries and how to change from one color or color theme to another at design time.
Given you have a set of styled controls and each control should have the same look and feel which you defined through a set of colors using in the styles. If you have a color set with a lot of different colors and a large amount of controls and want to change a single color or brush you have to walk all the way through every single control style and change each color values by hand. This becomes overexcited if you want to change the whole color theme.