Any conspiracy theory that includes Jesus is on shaky ground from the start but nevertheless, despite a lack of evidence the son of God is still popular but there is a theory that the carpenters son was all in the imagination of either Romans with too much time on their hands or Aliens.
According to this conspiracy theory, the man himself never existed and his life story is a mash up of God stories doing the rounds at the time, Gods such as Krishna, Adonis, Osiris and Mithra in order to control people (heaven if good and hell if bad) and quell any dissent.
The threat of eternal damnation if they were opposed worked so well that the authorities passed down the idea to their successors until Constantine considered it such a good idea that he called the Council of Nicaea to organize the Church and spread the word to ensure global domination.
Alternatively, some people believe that Jesus did exist but he literally, 'not of this earth', being an alien and all.
The Church has been desperately covering up this fact for centuries as the theory goes, all the circumstances surrounding Jesus’ life hinted at extraterrestrial origins. The 'virgin birth' was aliens artificially inseminating Mary, which in turn would explain why he could perform miraculous feats as well as communicate with otherworldly beings such as angels (who themselves are also aliens).
Believers also point to Jesus’ statements that he was 'not of this world' as hints of his real heritage. The theory goes on to say that after his resurrection, Jesus was beamed up into a spaceship and that the Catholic Church later suppressed the rest of the details by marking books such as the Epistles of the Apostles as factually true.