http://www.zeitgeistmovie.com/
Not your average conspiracy theory movie, but still is one.
Has some fun information.
The 2nd one, Zeitgeist: Addendum is a better watch.
Edit:
Oh and some more fun stuff to keep you on your toes:
http://conspiracyscience.com/articles/zeitgeist/
I think it has some alex jones bs on there as well.