Under Visual Studio options, Environment -> Fonts and Colors, all the ReSharper_X color settings are missing. I do have those there in VS2005. The build I'm using is the latest EAP (#809), although the problem has been there for a good while (can't remember if it was like this with 3.x already, sorry).
What I've tried so far, without any help:
1) Uninstall (all versions of) ReSharper
2) Open VS2008, Import and Export Settings -> Reset All Settings
3) devenv.exe /setup
5) Clean install of latest nightly build.
Any ideas? This essentially means all the "dark" studio themes are unusuable with R#.