Phase-amplitude coupling analysis shows that theta phase modulates oscillatory activity not only within the traditional gamma band (30-100 Hz) but also at faster frequencies, called high-frequency oscillations (HFOs; 120-160 Hz). To date, however, theta-associated HFOs have been reported by only a small number of laboratories. Here we characterized coupling patterns during active waking (aWk) and rapid eye movement (REM) sleep in local field potentials (LFPs) from the parietal cortex and hippocampus of rats, focusing on how theta-associated HFOs can be detected. We found that electrode geometry and impedance only mildly influence HFO detection, whereas recording location and behavioral state are main factors. HFOs were most prominent in parietal cortex and during REM sleep, although they could also be detected in stratum oriens-alveus and during aWK. The underreporting of HFOs may thus be a result of higher prevalence of recordings from the pyramidal cell layer. However, at this layer, spike-leaked HFOs (SLHFOs) dominate, which represent spike contamination of the LFP and not genuine oscillations. In contrast to HFOs, high-gamma (HG; 60-100 Hz) coupled to theta below the pyramidal cell layer; theta-HG coupling increased during REM sleep. Theta also weakly modulated low-gamma (LG; 30-60 Hz) amplitude, mainly in the parietal cortex; theta-LG coupling did not vary between aWK and REM sleep. HG and HFOs were maximal near the theta peak, parietal LG at the ascending phase, hippocampal LG at the descending phase, and SLHFOs at the trough. Our results unveil four types of fast LFP activity coupled to theta and outline how to detect theta-associated HFOs.