I've been listening to a podcast called The Polybius Conspiracy
. It has a structure that I think I am going to try to steal for a game someday. It presents a mystery that sounds conspiratorial and evil. But as they investigate, it changes into something that is probably a completely mundane combination of fear, dishonesty, and misunderstandings of actual facts. Then at the end of the episode, they drop a new discovery that tosses you mentally right back to the beginning. You can almost hear the record scratch sound when they bring up this last discovery.
In the next episode, they examine how this new discovery fits into the puzzle and go where it leads them. This slowly leads you mentally down the path from conspiracy theory back to mundane explanation. Just when you think every thing is almost certainly mundane, they toss in a new discovery (record scratch!), leave you wondering what the heck is going on and end the episode.