What do you mean they don’t support tags, specifically?
Tags are built in to WP. Do they not display? Are you looking for some custom functionality? Tagging photos specifically?
I mean tagging photo, I want each photo has visible tags and they must be clickable to view all the photo with that tag. I’m searching a theme that has this function by default, if it’s possible.
This may be a plugin case. You might be able to use any photo theme you want, and use a plugin for annotating/tagging your photos. Here are 2 I found quickly.
I’ve not used these at all, just possible ideas. I’d recommend you do a bit more research and perhaps you can find an ideal solution.
The benefit to a plugin, is that in the future, you can change themes and your photos will retain your tags. If you find a theme with built in tagging functionality, and 2 years down the road want to change theme, you wouldn’t be able to. It’s often safer to find plugins with certain functionality versus specialized themes for this very reason.
http://codecanyon.net/item/fototag-wordpress-photo-tagging-plugin/233404
http://wordpress.org/extend/plugins/demon-image-annotation/