The one conspiracy theory I believe:
The Russian FSB carried out the bombings of apartement complexes in 1999. The bombs that killed hundreds of low income tennants was blamed on the Chechens and was a pretense for starting a war to regain control of Chechnya.
Putin was Yeltsins prime minister at the time. A corruption investigation was closing in on Yeltsin and a plan was set up to have Yeltsin resign and Putin take over the presidency. The Chechen war was meant to distract people from this process and enhance the reputation of Putin so he could take over and assure Yeltsin that he would be immune from prosecution.
An incident of an attempted bombing of an apartment building in Ryazan clearly pointed to the FSB.
Read the whole section in Wikipedia on Russian Apartment Bombings
The reason you should read this is because this an example of the problem with actual conspiracies. There is always a high risk of something going wrong. People have to be killed to shut them up. There has to be an immediate pay-off because of a desperate situation. Huge conpiracies spanning generations with payoffs in the distant future are impossible.
