Take a look at views.module, add a line you will be able to get all the themes
$form['#theme'] = views_theme_functions('views_exposed_form', $view, $display);
drupal_set_message('
' . var_export($form['#theme'], true));
For an example result:
array (
0 => 'views_exposed_form__client_showcase__page',
1 => 'views_exposed_form__page',
2 => 'views_exposed_form__default',
3 => 'views_exposed_form__client_showcase',
4 => 'views_exposed_form',
)