Why do people believe in highly improbably conspiracies?
This article in Scientific American says:
The problem with government conspiracies is that bureaucrats are incompetent and people can’t keep their mouths shut. Complex conspiracies are difficult to pull off, and so many people want their quarter hour of fame that even the Men in Black couldn’t squelch the squealers from spilling the beans. So there’s a good chance that the more elaborate a conspiracy theory is, and the more people that would need to be involved, the less likely it is true.