To a gamer having a game set in a "dark and mysterious" mirror of the world we are used to, conspiracy theory are a god send. People have actually took time to flesh out dark tread dominating the path taken by government and people. Making sure important technology like the electric car is not released keeping people ignorant of the treat of the alien. And all those thing that are so fun to include in a game. Even if you are not playing a modern dark mirror of our world you can always used conspiration theory for inspiration, need a pervasive enemy for your space faring heroes?
How about the hidden leaders and scientist of a cruel previous evil nation that are secretly manipulating the new government toward becoming as evil an cruel as the defeated nation ever was? How about having your fantasy heroes having to overcome the machination of religious dragon who through their wealth and power are controlling the government, the army and the magic guild?
What about a good empire that is hidding to its population that the big bad evil thing from the past is awaken again and that their are fighting a losing war on the frontier against it influence? Or the new hyperdrive that this crazy scientist on Orion VI developed that doesn't required deadly quantity of antimatter but that the antimatter production lobby do not want you to have? Or maybe you prefer to deal with the mind stealer having made a deal with your king, in exchange for magical power undreamed of by other kingdom they can kidnap people each year for their sinister bio-psionical experiment... Or the peak diamond dust problem, it is such a common component in spell casting that it is getting more and more expensive and the dwarf do not want you to know that they have run out of easy source to exploit and that soon as the demand increase their will be no more of this magical ingredient...
In short those are god sent to people that don't have that much time to build a story for their weekly game. Please continue to make those theory and story, they might (I might be wrong but chances are...) be wrong in our world but nothing says they can't be right in a perpendicular universe!