The online journal Episteme has a special issue out on conspiracy theories. Examples include God as a conspiracy theory, the 9/11 WTC "controlled demolition" theory and questions of rationality of those who engage in them.
Late note: This is a subscription journal.
How 'bout mentioning when links are subsciption sites in the future, thanks.
Aren't conspiracy theories an application of the principle behind the "watchmaker" analogy?