They're probably talking about a "unification theory," meaning a theory that completely explains the interactions of forces in classical and quantum physics, in which as of yet, we have only "working theories." Current theories explain *most* interactions, but when you get deep into quantum physics, newtonian physics starts to more or less, hmm how to put this...break down?
For instance, the electron-slit experiement, and derivatives that suggest the result dictates the circumstance. Anyway, a "Unifying theory" would explain how all observations can be explained by one theory of the universe (how does an electrostatic field slightly alter inertia and gravity for instance).
The data is out there that shows our current theories don't tell the whole story. Can we come up with one that does? Eventually sure, but as with anything, there's a lot of "inertia" to overcome in the scientific community.