SJ --
Where do you have the different themes? Waltz feel at m. 8, nocturne at 68? I think pianistimo thought you meant nocturne-like at m. 36, but it's still "waltzy!"
Anyway, I find 2 main themes (with several transitions that could be other themes in themselves).
Theme A is the waltzy one (m. 8 )
Theme B is the nocturnish one (m. 68)
Section: A B A B (C?) B A Coda
Measure: 8 68 94 106 138 166 194 208
Key: Gm EbM Am AM EbM EbM Gm Gm
I notice the keys, and it's interesting that he uses not the relative major key of Bb, but Eb instead. The Second A theme is in A minor, with a dominant pedal on E instead of root position chords like the beginning. This makes it feel unresolved and we anticipate what's coming, which is the return of the B theme, but in A Major now, instead of the original Eb Major.
The C section at m.138 seems pretty Scherzo-like to me, since it's in triple time, fast, and crazy! To me, it's reminiscent of the m. 36 section (more evident in the LH figures).
Pianistimo was talking about m. 158, I think he meant to say Eb major, not E minor. But notice that for these several measures of transition, it's really an expansion of a V 6/4 chord (or I 6/4 however you want to look at it). The Bb (V) is in the bass with a weird Cb leading to the Bb again that becomes a V chord (V13 actually) in m. 166 to get us back into Eb Major for the B theme.
I love all the different ideas in the Ballades. Of course, that's what a Ballade is: a story. So naturally there will be different scenes and events. I love the little return of the motive of the A theme at the very end of the coda (m. 253, 257) tying it all together