In a recent book-meme posting, Shawn Macomber named this book as one that made him laugh. Hearty concurrence here. Subtitled "Adventures with Extremists", it's a very personalized chronicle of Jon Ronson, journalist, as he travels 'round the world to interview and hang out with people who (loosely) believe that most happenings in the world are secretly controlled by a secret small group of incredibly powerful men. (None of whom we, unfortunately, know.)
Among Ronson's subjects are Omar Bakri Mohammed, (then) a radical Muslim in England; Randy Weaver and his (surviving) family; the Bilderberg Group; David Icke; various flavors of Klansmen; Ian Paisley; the attendees at Bohemian Grove. He gets along with a lot of outrageous people by being agreeable and non-confrontational, but remains extremely sharp-eyed and -eared.
I detect you wondering: dealing with subjects like that, how funny can it be? Answer: Pretty funny. Much of the reported dialog could have been written by Monty Python or Christopher Guest. Especially the David Icke chapter; Icke and his group believe some mighty strange things about those secretive controllers of everything. Namely, that they are (literally) lizards. But, while visiting Canada, Icke runs up against hate-speech laws, because authorities suspect that he's actually anti-Semitic, and that his lizard-talk is simply a metaphor. So Ronson observes as Icke's group tries to convince people that, no, we're not talking about Jews, we're talking about lizards.