OKC is crazy and the only things I hear about WWII is our entry into Pearl Harbor/Hitler's death.
Some say FDR knew about the Pearl Harbor attack coming, which is more of a half-truth than anything. He didn't know it was going to be at that exact time or location. However, talks had broken down only a couple weeks prior with Hull finally wiping his hands of the entire situation, exhausted of no progress. (Much like the Israel/Palestine situation today.) So he and others in the government could of suspected that something was coming in the future at some point.
Hitler's death is suspected due to the fact that Stalin himself believed until he died that Hitler had escaped. There's also the revival as of late that the so called skull of Hitler's wasn't Hitler's but rather a woman's.
And the JFK situation is because many people don't trust the Government since they locked up all the information until most of the people alive at the time would be dead. The Warren Commission Report itself may have been factual for the most part but never questioned more than a few members of the Mafia.
And then there is also evidence that sheds new light with Carlos Marcello admitting to a FBI wire unknowingly that he had JFK killed.
Carlos Marcello Had JFK Killed
While yes, many of the truthers do believe some of these theories to connect to their New World Order theory, that's not the case for everyone involved.
OKC I could see, the other two however do leave room for questions, especially with more evidence coming forward in recent years.
Edit:
To Clarify: Anyone saying OKC is some sort of scheme put forth by the Government should get to a doctor immediately. There is evidence however with WWII and JFK that leave room for reasonable and logical debate. Both of which are lacking in those who believe OKC or 9/11 was done by a massive organization or the U.S. Government.