What are my options after an M.Sc. in theoretical physics?

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JOULEJATT
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I am an engineering graduate(ME) and want to study physics at masters level. If I get a Masters degree in theoretical physics, can I go for a PhD. in an experimental sub field? Say, I write a thesis in Nuclear & particle physics to get a masters degree, Can I go for experimental Nuclear & particle physics during my PhD.? Can I make the transition from theoretical to experimental after masters?
 
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Generally yes, although the details might depend on your location. My experience is with the Canadian system.

I think the biggest issue is that you'll have to climb a learning curve again for the PhD. For systems where there is a progressive transition from an MSc to a PhD, those who stay in the same field generally have a jump start on their project. They've already done a lot of background reading, and the project tends to be an expansion of work already done. Those who change fields have to start back at square one.

That might be a little different if you're in a system that offers a course-based master's degree, in which case it's not as much of a concern.

In a system that generally transitions directly from the BSc to a PhD (as is more common in the US), this might be more difficult.