Our own Jonathan Holmes has talked at length about the Bit.Trip series' deeper meaning. I personally come for the fun, aesthetically pleasing games and stay for, well, those same reasons. I won't pretend to know what any of it means, but that's okay!
Fans and not-yet-fans need to catch this GameSpot video with Gaijin Games CEO and creative director Alex Neuse. He discusses the series' overall narrative and themes, the less-obvious reason behind Bit.Trip Complete's name, and also the "criminal" challenge levels found in the upcoming compilation for Wii.
This seems like a definite buy, if it wasn't one already.