Some UK theses are available free of charge via the British Library's EthOS service. For example, I have just downloaded Elena Valussi's Beheading the red dragon: a history of female inner alchemy in China
As it was already digitised, the costs were:
Mail CD/DVD: £15
Mail looseleaf: £20
Mail softbound: £25
Mail hardbound: £30
I think that if a thesis has not been digitised, a portion of the cost is charged and it may take up to 30 days. Useful service, though.
Now if only I could get hold of US theses so easily...