Before his involvement in the Oklahoma City bombing, Timothy McVeigh believed that a shadowy elite secretly controlled the governments of the world, conspiring to establish a genocidal New World Order. He believed that the Alfred P. Murrah building was local New World Order headquarters. But many other theorists are convinced that the world only knows part of an apparent complex conspiracy story behind the bombing. Ronson meets a number of theorists whilst investigating the story, and concludes his film in Elohim City, a private Christian Identity movement compound in Oklahoma.