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Theories don't all implicate the US government. There are notions of Russian/Cuban involvement, for example.

Wasn't that the theory put forward by the US government? That Oswald was a communist agent?

No, the theory put forward by the U.S. government was that he was a lone actor (with Communist sympathies).

Had we believed that an agent of a foreign state had assassinated our head of state, we'd have been obliged to go to war.