Yes and no.
I do believe there are people working to create a one world government, or New World Order as some call it, simply because that's how things have always been. Empires have expanded and collapsed all through human history, or at least the recorded portions of it. Before we got sophisticated enough to form civilized nations tribes warred with the neighbors.
Somewhere, right now, somebody is laying plans to try and take over the world. It might be some nut in his mom's basement, or maybe it's Putin. Who knows? I don't, but I guarantee you that's somebody's fantasy out there right now
And it could happen. It's not hard to figure out how it'd come about either.
WWII, I believe, was the final knife into the notion that you can take over the world by force. But you could do it through treaties forming large alliances with similar economic goals. Just look at the absurd things that the Federal government in our own country lays claim to cased on the "interstate commerce clause."
So, what you do is form a 'North American' union, a 'European' Union, a 'South American' union, etc. until we've basically got 6-7 of these unions covering the entire globe. Then North America joins with South America. Europe joins with Asia... until we're down to 2-3 unions. Then you join them further, and eventually you end up with one, and all the a-holes that supported these things, that are high in positions within their own little fifedoms only have to jockey with each other for the position of World Leader.
Sure, they won't have much power at first, but over time that single global entity will expand its powers, not much unlike our own Federal government, or any government, does.
And not many people will care. No blood will have been shed and the average person, quite honestly, is unable to understand a system of government more complex than that of a benevolent dictator. The world will be a much simpler place, and that'll sit just fine with people. Just look at the fawning people do over their own choice this country for president. I swear a good 80% of the voters actually think the POTUS just gets to magically do things he's not entitled to do, and they vote for them based on their positions in matters that they don't really control.
So, there's my "conspiracy theory." Of course, it's not really a "conspiracy" it's just the way things are, and what I fear might eventually result.