The first American conspiracy was the first colony, the lost colony, from England whom settled in Roanoke. The very first colony of England in the new World disappeared without any signs of struggle only to leave behind a mysterious message. Over 400 years ago, England made several attempts to establish colonies in what is now the United States. Some of the settlements were successful, some weren't, but the very first of them simply vanished. The famous Lost Colony arrived in the New World