You are not a nut. Your asking the question shows you have not fallen prey to group-think mentality.
Zeitgeist and Loose Change are starter films designed to wake people up. They contain errors, and because of that people often dismiss the entire substance of the films as unfounded.
The makers of Zeitgeist seem to hold the view that Christianity is merely an agent of social control. They are entitled to hold and express it that view. I don't share it. There are other of agents of social control that could have been used to lay the foundation for Parts Two and Three of Zeitgeist, but the film producers chose Christianity. For that reason, I believe Zeitgeist may be a trojan horse, as I expressed in my answer here:-
(I did receive some hate mail for my view about the hidden agenda of the film).
Loose Change can be credited for inspiring a great many people to start questioning 9/11. In some ways, it is more of a hindrance then a help as to finding truth of 9/11 because of its errors. People claiming those errors as fact are ridiculed, and that serves to discredit everyone seeking truth. See this page for a critique of Loose Change written by members of the truth movement.
As 9/11 and New World Order are connected, I will discuss New World Order first. To understand what is happening with North American Union and the New World Order, learn about the Council on Foreign Relations and the Trilateral Commission and how those globalist organizations control foreign policy. This page is a good start:
Read from the CFR's own web site, and their publications, and connect the dots. It won't take long to see that CFR stands for global government. As the globalists get closer to their one-world government objective, they become more open about it. You will also find reading at that site about their agenda for North American Union (part of the global government agenda).
For a very well-written brief overview of CFR, see the answer of Iraqisax to this very recent question
To get a sense of the true nature of the people behind the CFR, research globalist David Rockefeller (Honorary Chairman of the CFR and co-founder of the Trilateral Commission). New World Order is not about some cabal of Satanists wanting to take over the world. It is about elite corporate interests pressing for one-world government, and they are well on their way to achieving their goal. Again, the media mentions very little about this because the corporate main stream media is owned by CFR members and people and companies that profit from globalization, war and the war on terror.
There are so many crazy theories about new world order that people are overlooking what is happening today, right before their very eyes - the gradual implementation of global government and the dismantling of national sovereignty. That is what Zeitgeist purports to warn you of but in the process of enhancing the film's entertainment value, I'm not sure that message comes through clearly. Because of the limit on number of characters here, I cannot expand on this further. See my answers to this question:
On to 9/11: 9/11 was either a false flag, or it was exploited like a false flag. If we are to believe the government's official lie that the air defense and intelligence failures were honest mistakes, then why were people at the top not held accountable for those mistakes? If the government was a corporation, heads would have rolled and there would have been mass-firings, including the CEO. That did not happen after 9/11. Rather, people responsible for the "mistakes" were promoted. The first order of business should have been addressing the reason for the failures. Instead, the government chose to start the gradual and on-going dismantling of the Constitution and the Bill of Rights (starting with the Patriot Act and continuing to this day as evidenced by the FISA legislation passed earlier this week) and the gradual building of a "surveillance / police" state in America. The Constitution and Bill of Rights are major impediments to the new world order agenda. An excuse was needed to begin the dismantling process, and 9/11 provided the perfect excuse.
There is a great deal of compelling evidence for government foreknowledge and complicity in 9/11. Keep in mind that if the government was involved, it was not "the government". Rather, it was criminals elements inside the government and their associates outside the government. The corporate main stream media protects the criminals by muzzling the 9/11 story and painting anyone questioning it as a radical moron. Why? The answer to that warrants its own question. See my answer to this question:
9/11 kicked the new world order agenda into high gear. For that reason, I believe it much more fruitful to focus 9/11 research on the "why" and "who benefited" rather than the "how was it done" theories. We may never know how it was done because much of the evidence was destroyed; however, a clear picture is now emerging as to who benefits and why it was exploited.
I highly recommend Mike Ruppert's film, "The Truth & Lies of 9/11". Ruppert covers potential geopolitical motivations for 9/11, current and historical criminality in government (including the Bush family), and some of the evidence of foreknowledge and complicity in 9/11.
or read his book, "Crossing the Rubicon". The film was made a few years ago (and therefore doesn't cover new evidence arising since) but remains very relevant today. Great efforts have been made to silence Ruppert over the years including harassment, ridicule, marginalization, false charges, and even poisoning. Amazingly, he is still breathing. Why has Ruppert never been sued for libel for the film or the books? In his words, "the truth is the perfect defense against libel."
It is important to learn about the flaws of the 9/11 Commission and its investigation. See Dr. Ray Griffin's film, "9/11 The Myth and the Reality"
The Families of victims of 9/11 documented their frustrations with and disappointment in the 9/11 Commission in their film, "Press for Truth"
I have an opinion about the Zeitgeist's take on the Federal Reserve and I keep that opinion to myself because, quite frankly, I wish to stay alive.
If you follow up with your own research, be careful what you read. There are staged government disinformation sites all over the web, designed to throw you off and to discredit the truth movement by putting forth ridiculous theories that are easily debunked (e.g. the "no planes theory" for 9/11). There are paid government disinformation agents all over the internet, posing as regular users in forums such as this one. Generally, if the people presenting a web site are not willing to be named (and you cannot verify that they are real people), I would recommend confirming what you read there from sites where owners do disclose who they are. Some of my Yahoo Contacts had a discussion about that recently when one of them noticed what appears to be a 9/11 disinformation site. See:
(For some reason, when I click the link above, Yahoo reports the question was deleted, but I can see it though my contacts' profiles. It was about the site www.debunking911.com. You can find it using the advanced search for decided questions with the words "Is this 9-11 debunking web site a government web site")
For further self-research, I suggest starting with the Mike Ruppert film first, then move on to learning about the CFR and its agenda for global government. Until people wake up and realize that the both political parties have been hijacked by criminals and elite corporate interests, nothing will change for the better. As long as people continue to believe the government's official lies about 9/11, people fail to realize that the war on terror, as advertised, is a fraud. Yes there are terrorists that hate us, but they hate us because of our foreign policy and not because we are free and wealthy. As long as people remain unnecessarily fearful of terrorism, they will continue to willingly give up civil liberties and go along with foreign policy that is aimed at implementing one-world government. We are sleep-walking into tyranny.