The government knew plenty about the OKC attack. Just ask the FBI's informant, Carol Howe, about it. She spent plenty of time with McVeigh and Straussmeier at Elohim City (which, interestingly enough was run by another long-time FBI informant).
If the above qualifies as a "conspiracy theory," those who refuse to believe it qualify as stupid. It's all documented in court testimony, and it doesn't exactly take a kook to read plain English.