There a lot of great themes for gnome and unity and mint, but I was wondering will they work fine if I install them on Elementary OS which on running on Pantheon session.
No. There are some themes that are specifically for ubuntu's desktop unity for example, and that works on elementary but it doesn't look good, some features aren't shown, some parts look broken. You should look for Elementary themes.. Also you should pay attention if the themes are designed for Freya or Luna because they are not compatible.
It depends on the theme. Some themes are designed specifically for a desktop environment so it won't look so good when you try to apply it in another distro. You should just try, you can even make small fixes and share it with the community :)