I'm looking for a videogame/anime/visual novel which discloses some conspiracy theory which might actually be TRUE.

Oh, books also are welcome.

I recommend the book Confessions of an Economic Hitman.

Computer games tend to avoid real current world conspiracies, as they can get unwanted attention. Like the Argentinian who made a computer game during the Falklands crisis about trying to destroy UK ships.

I’ll PM you a suggestion.

Oh you might look at the games:

Papers, Please!
Sim Junta

Though these are more satire/criticism of corrupt authoritarian states.

If factual evidence is really available, isn’t it going to come out as news long before anyone could put together some kind of fictional revelation?

An exception might be historical fiction, which sometimes puts forward an alternate view of an accepted narrative. But again, it would be speculative unless there’s solid evidence, in which case it’s going to come out in a scholarly journal, if not the popular media.

Try the book “Extraordinary Popular Delusions and the Madness of Crowds.” It’s an old classic but supposed to be excellent.

“The Trial of Henry Kissinger” by Christopher Hitchins will tell you how Nixon and Kissinger conspired to carpet bomb neutral Cambodia without telling anyone they were doing it.

I second @Zaku‘s recommendation of “Confessions of an Economic Hitman.”