How about that one where the Muslim brotherhood secretly controls and orchestrates everything all Muslims everywhere do and uses this vast and impossible web of influence over everything from individual mosques and college Islamic societies all the way up to every single politician or member of the federal government with a remotely Muslim or Arab background to wage "cultural Jihad" in an attempt to institute Sharia law in the USA, all motivated by an exclusively Shia religious doctrine despite the Muslim brotherhood being a Sunni organisation.
You know.. the one which, funny as it is, would be much much funnier if the group which came up with it wasn't a key policy influence on the current US government and didn't host events with speakers from across the Republican party, including the current president. Hoo boy! My sides are splitting.
Serious response to the OP though: ▲▲▲▲The Illuminati▲▲▲▲
Because the Illuminati actually existed. They were a short lived pro-enlightenment club in Bavaria which were shut down for spreading radical ideas like secularism and social contract theory. The fact that Americans, the people whose actual country was (supposedly) founded on the principles the illuminati espoused, have spent more than two hundred years shitting their pants over them is always something I found delightfully strange.