Music news site MusicRadar has released a free set of 300 samples of "hand control". The 411 MB royalty-free download includes clips recorded from theremins, an Alesis AirFX, a dimension-beam synth controller, and an EBow used with a Fender Telecaster. Each sample is in WAV format to be compatible with a wide array of music production software.
The sample set is just one of over 100 huge and also free sets of synth sounds, drum kits and loops, basslines, ambient sounds, and more from the MusicRadar's project "SampleRadar".
As to how applicable this set really is to theremin music, I'll let you decide.
Read: 300 free hand control samples (musicradar.com)