The BBC has a series called The Conspiracy Files. It covers all your favourites: Princess Di, plus upcoming episodes on the Oklahoma City bombing, weapons inspector Dr. David Kelly and (wait for it) ... 9/11!!
Unfortunately, Elvis and UFOs seem to be passé.
There's a conspiracy quiz plus articles on why we love a good conspiracy theory and the roots of such theories.
Say, why do you suppose the Beeb is really looking into this topic? I have a theory ... :^)