The issue here is complicated by the fact that \
mathbf
(the
command for setting bold text in TeX maths) affects a select
few mathematical symbols (the uppercase Greek letters). However
lower-case Greek letters behave differently from upper-case Greek
letters (due to Knuth's esoteric font encoding decisions). However,
\
mathbf
can't be used even for upper-case Greek letters in
the AMSLaTeX amsmath package, which
disables this font-switching and you must use one of the techniques
outlined below.
The Plain TeX solution does work, in a limited way:
but{\boldmath$\theta$}
\
boldmath
may not be used in maths mode, so this 'solution'
requires arcana such as:
which then causes problems in superscripts, etc.$... \mbox{\boldmath$\theta$} ...$
These problems may be addressed by using a bold mathematics package.
\
bm
which may be used anywhere
in maths mode.
\
boldsymbol
, which (though slightly less
comprehensive than \
bm
) covers almost all common cases.
All these solutions cover all mathematical symbols, not merely Greek letters.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=boldgreek