The literal conspiracy theory hermeneutics I find pretty boring, but I like them from a metaphorical point of view.
In Eyes Wide Shut there's that constant sense of oppressive secrecy, dark forces, strings being pulled in every shadow of the streets. He shot it all on a set, all the street scenes are set up for the movie. Everything is there for a reason. Everything has a significance. This mirrors conspirational thinking, where every little thing can be interpreted in regards to their dark side.
The film is oversaturated with symbolism. It's everywhere in every scene. The masks, the newspaper headlines, the remarks, the facial expressions. Everything is a symbol in the sense that it's one side of a coin and it lets you know that there's another side without revealing the content of that side. I don't think the symbolism itself is as important as the point about everything being symbolism.
Another situation where this thing occurs is in dreams and the film is obviously very heavy on dreams. Both the wife's actual dreams but everything that happens to Tom Cruise also seems so dreamlike. The dead guy's daughter wanting to fuck him, the prostitute sequence that's cut short because of the call from his wife, which 'awakens' him. The call doesn't change anything, he could still fuck the prostitute, but it is a sudden reminder of reality, of the daytime world, of love. (Love vs. sex is really the key duality in the film. Love is the light side of the coin to sex's dark side).
Of course the main sequence is dreamlike as well. That whole night reminded me of my erotic dreams where I'm always within reach of the actual sexual act but never consummates it.
The point is that in dreams, everything is there for a reason too. It's there for you to see it and experience it's effect and control, like in conspirational thinking. (Also like in films as a representational artform. There are also recurring winks at the audience that what we're watching is a film, little ironic clues)
It all ties up in this sense that we go somnambulist through life, constantly repressing, forgetting, ignoring what really goes on and I think that's the most brilliant thing about this film.