This video, a perfectly executed parody of the 9/11 ‘inside job’ conspiracy video Loose Change, highlights an important flaw of the human psyche: its capacity to interpret unconnected events and random facts in such a way as to imply a secret behind-the-scenes conspiracy:

The sad fact is that nearly always there is no conspiracy. People are bad at keeping secrets, and big conspiracies need a lot of people involved. Any complicated endeavour has too many things go wrong for conspiracies to be effective. Incompetence is often a more accurate explanation rather than inside knowledge or intricate conspiracies.

And, most of all, sometimes the world just doesn’t make sense, and bad stuff happens for no good reason.

(Source: Slate)

Further reading:
Loose Marbles: Debunking 9/11 Conspiracy Theories – Adam Lee
The psychology of conspiracy theory – Steven Van Hauwaert