As far as assasinations go, I like the old "the cia brainwashes assassins to act unwillingly using mindcontrol methods that involve the book The Catcher in the Rye."
Son of Sam was not a serial killer but rather the fall guy for a satanic cult.
On a side note, I'd like to include some conspiracies that are very likely to be true to include them in the class. An example of this is:
The murder of Fred Hampton by police was intentional because he was trying to organize across people of color across racial boundaries. With this one, although the official police story is that he fired at them first, all empirical evidence points clearly to the fact that Hampton was asleep at the time he was killed.