I definitely agree about cold fusion experiments and Martin Bryant. The government conceals things from the general public all the time.
I've never seen evidence either way for the Moon landing. We were in the middle of a cold war when it happened, so I can definitely see why Kennedy and company would have faked it. If they did fake, it is kind of pathetic that we've never gotten as far as the moon.
Don't care about Princess Diana.
Prostitutes were killed. The police, with a lack of suspects, blamed it on one person which they named as 'Jack the Ripper'.
I would say that Oswald was involved in JFK's assassination, but there definitely was a conspiracy that involved him.
I have a new conspiracy theory involving Lucas and his reasons behind the Special Editions. I believe he is changing the movie enough so that he will eventually be able to justify changing the credits. Specifically, he wants to change the Editor credit.