Someone earlier was asking for abc versions of songs -- i.e., where the tune is written out in letters. It just hit me that there is an open-source notation scheme called, appropriately enough, abc notation. And people have contributed sheet music:
http://abcnotation.com/tunes.html
http://www.musicaviva.com/sheetmusic/index.html (look for items with ABC format)

Since it's December, here are Christmas tunes:
http://trillian.mit.edu/~jc/cgi/abc/tunefind

However, it's not quite what Theremin users will want. Unless the song is in the key of "C" (i.e., you see K:C in the ABC notation), it's not going to display the sharps and flats.

Example: Deck the Halls ABC notation:
"F" c>B A "C" G | "Dm" F G "F" A F | "C" G/A/B/G/ "F" A>G | "F" F "C" E "F" F2
How I wish it was written:
c>Bb A G | F G A F | G/A/Bb/G/ A>G | F E F2

For musical beginners "Bb" means the space between A and B (B flat) (note: I'm not sure if this is legitimate abc notation). F2 means hold F for two beats. G/ means hold G for half a beat. c>B means hold c for a beat and a half and B for half a beat (dotted rhythm). Note: you don't actually play the letters enclosed in quotes: this just tells you what guitar chord to play at this point if you have a guitar accompanying you.

I wonder if there is a way to make this abc music more Theremin-friendly without a lot of manual effort...