How to theme output of node_view_multiple()? If I want to theme the output of node_view_multiple() I can just set the #theme element of the renderable array generated by the node_view_multiple() function.

But, what if I'm not the one that called the node_view_multiple()? Is there a tpl file for that?

A good example would be a taxonomy term page. The taxonomy-term.tpl.php allows to theme only the term itself, not the actual list of nodes. So how can I theme that list of nodes?

Note that I don't want to theme individual nodes (that's not the scope of the question). I want to theme the list of nodes.
The return from node_view_multiple is supposed to be a dumb collection of node render arrays, it's not meant to be themeable in and of itself (at least not on a generic level, obviously case-by-case you can do it). The function sepecifically doesn't get involved with the theming, as that should be up to the caller to determine. So using #theme or #theme_wrappers on the outer array is the correct thing to do. 

There isn't anything you can do to target other modules' use of node_view_multiple() in this respect, short of:


Patching the module code
Patching node_view_multiple itself so it has a default theme function, which you can then hook into.
Use a broader attack like hook_page_alter() to make specific changes to specific arrays when it makes sense to.