In addition (and seconding) to the ones already mentioned:

• 1984 (1952) : if you're too bored to read the book

• The Wicker Man (1973) : the atmosphere, the rituals, the hidden secrets

• Conversation (1974) : paranoia at it's best

• Parallax View (1974) : silly, but shows all the basic MOs of players

• Three Days of the Condor (1975) : when you are alone, who do you turn to?

• Capricorn One (1978): How fake moon landings were made into a conspiracy - it's like a meta-documentary

• Blow Out (1981) : the feeling of paranoia

• Edge of darkness - UK TV Series (1985): how corporate, military and governmental conspiracies mix together

• House of Games (1987): how the con game is played

• JFK (1991) : how corruption goes to the top - you can't win

• Waco : the Rules of Engagement (1997) - how it's done in real time, in day-time television and everybody gets away free (only the innocent die)

• The Spanish Prisoner (1997) : more about corporate conspiracies

• They Live! (1998) : just for the street ads, the fight sequence and the bank sequence alone

• The Insider (1999) : corporate corruption is daily biz

• The Skulls (2000) : it's like a cheap and trashy ad for Skull & Bones

• Syriana (2005) : how field agents are / get corrupted

• Exomologisi enos oikonomikou dolofonou (2007) : Based on John Perkin's 'Confessions of an Economic Hitman'. If you haven't read the book, you should, 'cos this is the way the world works

• One By One (2014) : conspiracy of depopulation - more like a docu

• Turks & Caicos (2014): where old spies go to hang out and retire, but can't help being spies