I think the last four Bond films have been fascinating studies of modern forms of evil. It goes without saying that when you make a movie like James Bond you have carte blanche to make the most evil megalomaniac villain that you can think of and that since Bond is set in the real world (unlike Batman or Superman per se) the villains usually touch upon real life themes and chords:
Die Another Day was a study in relation between the West and the rest. The fact that the Korean man made himself look Caucasian and the world as well as the audience took him more seriously as a threatining villain, was a very relavent and interesting statement, to the way that the Western countries like the United States and Great Britain and Europe arrogantly treat the rest of the world with arrogance and disdain. Remember, the Korean villain said he went to Oxford and Harvard which sounded unexpected and far-fetched for someone of his stature. The Korean peninsula was a unified peaceful place before the World's superpowers came in and meddled with their affairs. There was also some underemphasized stuff with Conflict Diamonds which was the focus on last year's Lord of War and is a focus on the upcoming movie Blood Diamond.
The World is Not Enough and Tomorrow Never Dies focus on an oil baron and a media baron respectively and those are both two segments that have grown increasingly powerful over the years and the idea that in the wrong hands they would be the ultimate supervillain is intriguing. The idea of launching a nuclear war so you can have exclusive coverage to the headlines is deliciously twisting.
Goldeneye deals with a lot of the postwar Communist fallout and war brought on by oppressed ethnic minorities which is the cause of many wars today. It was a very good transition out of the Cold War setting into the idea that the new enemies are going to be wars caused by ethnic divisions.
I think the most interesting piece, however, was Live and Let Die. I read somewhere that the movie touched upon a prevalent fear at the time of black power and the potential of the newly independent countries in the Carribean to inspire particularly violent movies in Harlem and Louisiana.