Newline after theorem heading

Sometimes you need a linebreak after the heading of a theorem, for example for algorithms.

\usepackage{amsthm}
\newtheoremstyle{break}%
{}{}%
{}{}%
{\bfseries}{}% % Note that final punctuation is omitted.
{\newline}{}

\theoremstyle{break}
\newtheorem{algorithm}{Algorithm}

And then in your document:

\begin{algorithm}
  \leavevmode \vspace{-\baselineskip}
  \begin{enumerate}
    \item First Step
    \item Final Step
  \end{enumerate}
\end{algorithm}

If your content is not a list, just omit the \vspace command.

I found this solution in the amsthm docs section 4.3.1.