A good article on the subject on how we are wired for "patternicity" and "agency" and how those things lead to strange beliefs (e.g. conspiracy theories)...
http://www.scientificamerican.com/article/skeptic-agenticity/
OneEyedJoe - The interpretation of this is that the more out of control your life feels, the more likely you are to see patterns in random data, and that's basically what most conspiracy theories are.
Totally agree. And there are studies that show that the less control we have the more superstitious we are as well. There are some studies on games/sports that showed that the more "chance" was required to win the more superstitious the player vs. those instances that required more skill and less chance. Example, gamblers that play dice are noticeably more prone to superstition than, say, a chess player. We are strangely wired little apes ;-)