There are still tens of thousands of pages of documents that the US government has refused to declassify and release to the public. While I don't tend to give much credence to conspiracy theories, it does make me wonder what the heck is in those pages. I think Oswald was the lone gunman, but I also think we don't know the entire story as of yet. The historian in me sure wants to know someday.
There are several conspiracy theories involving Castro, the CIA, the Mafia, and, of course, Harvey Oswald as well as an influential/political group in Louisiana.
Recently, Newsweek ran an article about Oliver Stone's new movie, W. In this article mention is made of his film JFK which explores conspiracy theories. You may want to watch this as well as doing some other research on theories.
In reference to the Mafia, during the campaign for president, Joe Kennedy, father of JFK and former rumrunner, made a deal with the Mafia to bring in the union vote in Chicago, Illinois; this deal was pivotal to JFK's winning the presidential election as he would not have won if he had not secured Illinois. Later, after Bobby Kennedy became Attorney General, the Kennedy administration "turned up the heat" on the Mafia with more investigations than ever before. This action was perceived by the Mafia as a double-cross/betrayal to the ones who had secured the election.
I was a freshman in high school when Kennedy was assassinated. For my generation, this event was our 9/11. It was a horrible shock and represented a loss of innocence. We first heard the news when our vice-principal told the entire school that Kennedy had been shot. I was in P.E,, a dance class, and I remember saying, naively, " It's OK. God won't let Lyndon Johnson be president." Soon after class, it was lunchtime and the school put the radio on over the intercom. Finally the news came that Kennedy was dead and hundreds of students in the lunch area began crying. Shocked and somewhat numb, we all headed to our afternoon classes. I had a geography class and our teacher insisted on showing us a film about Benito Mussolini. I still associate Mussolini with the Kennedy assassination. After school, we went home, turned on the television and sat watching for three days as the swearing in of Lyndon Johnson, Kennedy funeral, John-john's salute to his father, and the killing of Oswald happened before our eyes. They say television came of age during the days after the assassination. I know it helped pull the country together because we were all witnesses to the same events. As for who really killed Kennedy? I've listened to all kinds of theories for 40 years and I still think it was Oswald who acted alone. At the time, that seemed unlikely, but since then, many crazed assassins acting alone have killed other public figures.