One nice relation can be written as follow:
$$\sum\limits_{n = - \infty }^ \infty z^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^n z^{n^3}= \sum\limits_{n = - \infty }^ \infty (-1)^n z^{2n^3} \phi(z^{6n}) $$
$\quad z \in \mathbb{C},\; |z|=1 $
Where $$\phi(q)=\sum\limits_{m = - \infty }^ \infty (-1)^m q^{m^2}$$
More generally if we write
$$\sum\limits_{n = - \infty }^ \infty z^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3}= \sum\limits_{n = - \infty }^ \infty \sum\limits_{m = - \infty }^ \infty (-1)^{n+m} z^{2n} q^{2(n^2+m^2)} h^{2n(n^2+3m^2)} \tag{1} $$
The proof of relation (1):
$$F(z)=\sum\limits_{n = - \infty }^ \infty z^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3}$$
$$F(-z)=\sum\limits_{n = - \infty }^ \infty (-z)^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^n (-z)^n q^{n^2} h^{n^3}$$
$$F(-z)=\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^n (-1)^n z^n q^{n^2} h^{n^3}$$
$$F(-z)=\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty z^n q^{n^2} h^{n^3}$$
Because of $F(-z)=F(z)$ , we can write that:
$$F(z)=\sum\limits_{n = - \infty }^ \infty (-1)^nz^{2n} q^{2n^2} h^{2n^3} A_n(q,h)$$
We need to find $A_n(q,h)$
$$\sum\limits_{n = - \infty }^ \infty (-1)^nz^{2n} q^{2n^2} h^{2n^3} A_n(q,h)=\sum\limits_{n = - \infty }^ \infty z^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3}$$
Let's use the transformation
$z=ZQ^{2}h^{3}$
$q=Qh^{3}$
$$\sum\limits_{n = - \infty }^ \infty (-1)^nZ^{2n} Q^{2n^2+4n} h^{2n^3+6n^2+6n} A_n(Qh^3,h)=\sum\limits_{n = - \infty }^ \infty Z^n Q^{n^2+2n} h^{n^3+3n^2+3n} .\sum\limits_{n = - \infty }^ \infty (-1)^nZ^n Q^{n^2+2n} h^{n^3+3n^2+3n}$$
If we multiply both side by $Z^2Q^2h^2$
$$\sum\limits_{n = - \infty }^ \infty (-1)^nZ^{2n+2} Q^{2n^2+4n+2} h^{2n^3+6n^2+6n+2} A_n(Qh^3,h)=\sum\limits_{n = - \infty }^ \infty Z^{n+1} Q^{n^2+2n+1} h^{n^3+3n^2+3n+1} .\sum\limits_{n = - \infty }^ \infty (-1)^nZ^{n+1} Q^{n^2+2n+1} h^{n^3+3n^2+3n+1}$$
$$\sum\limits_{n = - \infty }^ \infty (-1)^nZ^{2(n+1)} Q^{2(n+1)^2} h^{2(n+1)^3} A_n(Qh^3,h)=\sum\limits_{n = - \infty }^ \infty Z^{n+1} Q^{(n+1)^2} h^{(n+1)^3} .\sum\limits_{n = - \infty }^ \infty (-1)^nZ^{n+1} Q^{(n+1)^2} h^{(n+1)^3}$$
$$\sum\limits_{n = - \infty }^ \infty (-1)^{n-1}Z^{2n} Q^{2n^2} h^{2n^3} A_{n-1}(Qh^3,h)=\sum\limits_{n = - \infty }^ \infty Z^{n} Q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^{n-1}Z^{n} Q^{n^2} h^{n^3}$$
$$\sum\limits_{n = - \infty }^ \infty (-1)^{n}z^{2n} q^{2n^2} h^{2n^3} A_{n-1}(qh^3,h)=\sum\limits_{n = - \infty }^ \infty z^{n} q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^{n}z^{n} q^{n^2} h^{n^3}$$
$$A_n(q,h)=A_{n-1}(qh^3,h)$$
$$A_{-1}(q,h)=A_{0}(qh^{-3},h)$$
$$A_1(q,h)=A_{0}(qh^3,h)$$
$$A_2(q,h)=A_{1}(qh^3,h)=A_{0}(qh^6,h)$$
$$A_{-2}(q,h)=A_{-1}(qh^{-3},h)=A_{0}(qh^{-6},h)$$
$$A_3(q,h)=A_{2}(qh^3,h)=A_{1}(qh^6,h)=A_{0}(qh^9,h)$$
$$A_n(q,h)=A_{0}(qh^{3n},h)$$
We need to find $A_{0}(q,h)$ to complete the proof:
We need to focus on $z^0$ terms
$$F(z)=\sum\limits_{n = - \infty }^ \infty z^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3}$$
If we multiply terms by terms for $z^0$ terms
$$A_{0}(q,h)=\sum\limits_{m = - \infty }^ \infty (-1)^m q^{2m^2}$$
$$A_{n}(q,h)=A_{0}(qh^{3n},h)=\sum\limits_{m = - \infty }^ \infty (-1)^m q^{2m^2}h^{6nm^2}$$
Thus We can write that
$$\sum\limits_{n = - \infty }^ \infty (-1)^nz^{2n} q^{2n^2} h^{2n^3} \sum\limits_{m = - \infty }^ \infty (-1)^m q^{2m^2}h^{6nm^2}=\sum\limits_{n = - \infty }^ \infty z^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3}$$
$$\sum\limits_{n = - \infty }^ \infty \sum\limits_{m = - \infty }^ \infty (-1)^{n+m}z^{2n} q^{2n^2+2m^2} h^{2n^3+6nm^2}=\sum\limits_{n = - \infty }^ \infty z^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3}$$
$$\sum\limits_{n = - \infty }^ \infty (-1)^nz^{2n} q^{2n^2} h^{2n^3} \phi(q^2h^{6n}) =\sum\limits_{n = - \infty }^ \infty z^n q^{n^2} h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^nz^n q^{n^2} h^{n^3}$$
If we put that $z=1$ and $q=1$
$$\sum\limits_{n = - \infty }^ \infty (-1)^n h^{2n^3} \phi(h^{6n}) =\sum\limits_{n = - \infty }^ \infty h^{n^3} .\sum\limits_{n = - \infty }^ \infty (-1)^n h^{n^3} $$
Finally, the same method can be used for $\sum\limits_{n = - \infty }^ \infty z^{n^k}$ to get similiar identies where $k>3$