This is a question that I have had in the back of my mind for a while, and I wonder what your thoughts are, and if there is any evidence for or against it.
My reason for thinking this is true, is that both groups tend to answer unexplained events with some "authority figure". For religion, examples include "nobody knows what causes lightning, so Zeus must do it when he's angry" or "I do not understand how evolution can come up with new designs, so there has to be an Intelligent Designer".
For conspiracy theories we can include "The twin towers collapse could not have happened as claimed, hence some dark authority is behind it" or "Oswald could not have shot Kennedy on his own, so the FBI/CIA/Cuba must be involved".
Another reason for my thinking is the fact hat the US is the most common birthplace of conspiracy theories - and the US is also the most religious nation in the developed world.
What do you think?