If you look at the conspiracy theories around 9/11, many of the allegations just seem so implausible that it's a wonder anyone takes them seriously. Take the argument that the government lined the building with explosives and it was a controlled detonation. To do this takes time and effort, setting up a demolition takes a long time. Not to mention that no-one noticed the personnel or explosives?
This is an example of when conjectures aren't properly costed. In this case, demolitions don't happen ex nihilo, they take people and time to set up. No-one noticed this? The argument might be sound, but each unaccounted assumption makes the whole proposition less plausible. Perhaps in the case of 9/11, truthers will say that there is evidence such as the nano-thermite, but this is merely anomaly hunting and doesn't even begin to explain why the evidence needed to support all assumptions isn't there.
By costs I don't mean money, but costs in terms of what it would take for an assumption to be correct. For example, going to the moon when the technology existed to "fake" such an event isn't meant to imply that Hollywood is a more plausible explanation because it's cheaper, but that Hollywood is a less plausible explanation because each assumption has an argumentative cost. To fake the moon landings there needs to be evidence of a mass cover-up, that all those involved with NASA including the astronauts need to be lying or themselves deceived, while all those evidence like craft, photos from space, moon rocks, etc. all need to be fabricated. Meanwhile where are the Hollywood people showing that they worked on recreating the moon landing? I would love to hear how those people did the experiment dropping the hammer and the feather in a vacuum. Very impressive stuff!
The underlying message is that anyone can construct an argument that fits a consistent narrative, it's what we do best. But to have the narrative be plausible needs each part of the narrative to be costed and backed with comparative amounts of evidence.