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Conspiracies aren't really a sub-discipline of history that I'm familiar with, but you may want to look into focusing on Modern U.S./Cold War history. Lot's of political intrigue and spycraft there. I once took a Cold War history class where the professor included really cool activities like making CIA-style deadrops for our classmates, deciphering secret messages, etc. It was all very James Bond-esque. Any college with a History Ed. degree and a sequence/concentration in 20th century U.S. history can prepare you for that! :)