Not all conspiracy theories are fun. Alex Jones quite rightly got sued over spreading the Sandy Hook and accusing the bereaved parents of being 'crisis actors' who had no children and were pretending to grieve. His followers bombarded the parents with hate messages, came to their houses, and even vandalised memorials to the children.
Then there was 2016's "Pizzagate" conspiracy theory, which claimed that a Washington DC pizza restaurant was the centre of a satanic peadophile ring, who abused and murdered children in the basement. The restaurant's owners, workers, the bands who played there, and even nearby restaurants and businesses were all targeted for harrassment by the 'true believers'. Eventually one of them walked into the restaurant with a rifle, fired shots into the furniture and demanded to be taken to the (non-existent) basement; luckily police quickly disarmed him before he could hurt anybody.
And, a year or two later, the UK had its own Pizzagate, where Hampstead parents were accused of being child-murdering Satanists.
Personally, I'm not sure that any conspiracy theories could be described as harmless. People who believe in the 'fun' ones, such as alien cover-ups, are much more likely to believe in the ones that aren't at all fun.
