Usually, what are commonly called "conspiracy theories" are employed by people who would like to believe some conclusion but have rather little if any evidence for it. They therefore refer to a supposed conspiracy to justify both their conclusion and the fact that they cannot support it with evidence--which, naturally, the conspirators are actively concealing. Such theories, unlike a scientific theory, cannot be falsified: a conspiracy theorist takes evidence to the contrary to support the notion that an extremely powerful conspiracy has fabricated this evidence.
Just about anything associated with governments, Nazis, communists, [ancient civilizations]?, or aliens has a conspiracy theory attached. They're very popular and form the basis of many popular books, movies, and TV shows.
Popular elements of conspiracy theories include:
There is a body of literature which draws from conspiracy theory. The works are invariably complex and deliberately confusing, filled with detailed information which may or may not be relevant and connected to the reputed plot of the book. The normal arc is the discovery of a potential conspiracy by an outsider, then the protagonist's increased involvement as the conspiracy reveals itself to be ever more complex and far-reaching. Reality is questioned, until at the end it is often unclear what was truly conspiracy and what was coincidence.
Examples include: