I don't think I've said this one for a while, but I think Bob is way off again.
First I'll start out by saying conspiricies do exist. A simple example of this would be setting up the co-worker at a job that nobody likes, or everyone finds annoying. Even differant cliques of people will frequently cooperate in order to get rid of those people under the table, and when the unfairness of the entire thing is brought up the response will be "What kind of paranoid conspiricy theory is that? A lot of the people speaking against you don't even like each other". When you have supervisors and management involved this means that employees are involved also. Let's say your working in monitor room with control of the casino's cameras, it's not a coincidence when you find recorded evidence of a guy taking too many breaks or whatever, since the guy in the monitor room (ie me) was ordered to do it, and their cushy job was dependant on the good will of the people making the demand.
I could say more about it, but that's a pretty simple example, and chances are everyone has been involved in, and/or on the receiving end of something like that at some point.
Conspiricy theories are like that on a bigger scale. While the overwhelming majority of them are false, enough are true, or true enough where it's pretty scary, and almost all of them by definition seem laughable when you put it down on paper.
It's also noteworthy that conspiricies in the goverment and big business are common simply because of their need to find excuses. It's a variation of what some people call "Blamestorming". A bunch of executives sitting around wondering what is going wrong are frequently going to point towards exterior forces for the problems even if they are internal and then suggest action. The problem compounded by the simple fact that corperate espionage does exist. A few charismatic executives sit down, and convince other executives and a CEO that they aren't to blame for problems, and that the fault lies with another industry, and that theory is going to spread. Those executives are going to speak to people in similar industries and being important people probably convince them that it's true, and then the next thing you know you've got a conspricy forming to combat something that might not have existed to begin with... or ironically making a non-existing enemy a reality simply in response. The point isn't so much that any of it makes much sense in absolute terms, but that conspiricy theories exist, and can be self perpetuating.
Another thing to consider also is that while not quite as dramatic as in the movies, the whole international "spy game" and goverment "black ops" do indeed exist. Heck, there are whole museums dedicated to this kind of thing, not to mention surprising numbers of documents that should be secret (or never declassified) sitting around in places like "The Library Of Congress" if you know where to look. Tom Clancy has gotten himself in trouble doing research for his books before.
The thing about something like the death of JFK, or other national/international occurances is that there are entire organizations of people that exist specifically to do things like that. When you look at the enemies we had at the time, it's not really that much of a reach to see why a lot of people don't subscribe to the "lone nutball" theory. To put things into perspective, years ago during elections in "Ukraine" the Russians were caught poisoning a pro-western/US cantidate so they could get the guy they wanted into power. Had this not been uncovered, when they guy died and poison was discovered people would have been wondering who actually did it, and that would include "lone nutball" theories when it was actually the Russian espionage agencies. JFK being viewed in a similar light, albiet one where it wasn't discovered and prevented in a public fashion. I don't care enough to have much in the way of JFK theories myself, I just use it as an example.
The point I'm trying to get at is that people CREATE conspiricies, it's part of how we're wired and our society works. We do it without even realizing it a lot of the time. What's more as I learned in sociology, in a lot of cases the more prevelant a conspiricy theory becomes the more likely aspects of it will become true in response due to people trying to counter the possibility if nothing else. Simply put, humans create drama. Conspiricy theories are pretty much when you see the same garbage from MMO guilds and message boards going on with nations, politicians, and big business.