The historian Rob MacDougall plays a game:
We…tried a new exercise I called "The Paranoid Style," an attempt to simulate historical apophenia–the uncanny way that history has of providing evidence to confirm whatever paranoid historical theory you just set out to prove.
The "Paranoid Style" game was suggested by some friends of mine, many of them Shaolin masters in playful historical thinking. After a little briefing on pareidolia and apophenia, illustrated with the most convincing five minutes of the old Dark Side of the Moon/Wizard of Oz mashup, I asked each participant to choose one well-known historical figure. Then I told them we were looking for evidence of the secret conspiracy of vampires that has pulled the strings behind the world for hundreds of years. So we went through what we knew about each of our historical figures and found "evidence" of each one's role for or against the Great Vampire Conspiracy….
[T]he participants were more than game, and I thank them for indulging me. If anything, they were too willing to indulge me: we very quickly spun out a goofy little chronicle of the vampire-vs-electricizer war behind the world, but we probably didn't work at it long enough to get to the real kick of autohistoric apophenia, when the evidence starts to line up all too well with the fantasy you have just concocted, and you skate right up to the edge of believing. It's a powerful and uncanny feeling, and if it serves as good inoculation against pseudohistorical thinking, it also colors your relationship with "real" history ever after.
Tim Powers, whose novels often involve secret histories, has said he encounters something similar while researching his books: He reaches a point where he needs to start "resisting paranoia because you'll find that your research genuinely does seem to support whatever goofy theory you've come up with." The lessons here apply not just to crank theories but to more plausible storylines as well, many of them embedded deeply in our culture. Anyone who's in the business of constructing narratives—be we historians, journalists, or anything else—ought to understand how easy it is to fall into this trap, when a combination of confirmation bias and serendipity blinds you to the ways your story might not describe the world. Marshall McLuhan, no stranger to conspiracy theories himself, famously said that the map is not the territory. What he didn't add was that, with sufficient ingenuity, a territory can be made to yield some very strange maps indeed.