In an article in New Scientist, Patrick Leman discusses the psychology of conspiracy theories.
Some interesting points sound somewhat axiomatic, but worth spelling out.
First, the propensity to cling to a particular conspiracy theory depends on the age of the proponent at the time of the event in question. The story goes that a particular event, sudden, shocking, international in scale, can affect someone on a personal level more easily when they are between 20 and 35 years old - so conspiracies around Kennedy and 9/11 generally attract different age groups.
There is also a connection between ethnic minorities and conspiracy belief, as well as income level. Both are explained by anomie - those with a higher feeling of disempowerment tend more to hold to conspiracies. This is not surprising, as with the corollary, that those with higher income or empowerment are less attracted to conspiracies. After all, why would you be as concerned if you're doing well personally?
Another psychological analysis finds that people often assume that a significant event is likely to have significant causes - ie more trivial explanations are discounted the more impact the event has. In a study, volunteers were given either of two accounts of an attempted assassination of a fictional president. Conspiracy was more likely to be read into it if the president died than if the president lived.
In another such study involving a fictional assassination attempt, additional but ambiguous or neutral information was later added. It was found to be used by people to bolster whatever conclusions they had already drawn. Thus either the conspiracy or non-conspiracy account is bolstered by the same piece of information.
I can say that I fit the templates here in some respects. I'm not inclined to be drawn by any conspiracy talk about the death of Diana Spencer, or by the World Trade Center tragedy, but more willing to listen to talk around JFK. (But then, that latter saga is quite smelly.)
Then again, I think that the machinations of international capital are more than enough to propel collusion without multiplying unnecessary factors (Occam's razor). Does that constitute conspiracy theory?