SharePoint 2010: Failed to instantiate file “Azure.thmx” when creating new site collection

Problem:
When creating new site collection with Publishing site definition, you get error:

“Failed to instantiate file "Azure.thmx" from module "OOBThemes": Source path "lists\themes\Azure.thmx" not found.

Solution:
Looking at the logs at C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\14\LOGS, you see more detailed error message which says:

“Failed to instantiate file "Azure.thmx" from module "OOBThemes": Source path "C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\14\Template\global\lists\themes\Azure.thmx" not found.”

So, go to the folder mentioned and verify that Azure.thmx exists. In my case looks like someone has been modifying it, and renamed it to Azure.thmx.zip.

I just love these shared development environments.