Cargo Cults

You couldn't make up something like the Cargo Cults of the South Pacific:

When Europeans arrived in Melanesia in the 18th Century, distributing generous gifts to the islanders of materials (or cargo) that they had never seen before, they believed that these were the 'big men', their ancestors, returning with the prophesised wealth.
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The first colonial government in Madang was German. Soon after its establishment in 1882, the area was flooded with Lutheran missionaries looking to 'save' the natives from their 'barbaric idols' and ancestor worship. They found the natives highly resistant, however; they were not content with hymns and stories, and wanted to know why the white men were hiding the secret of cargo from them. The missionaries were being stingy big men, and stinginess was number one on the list of bad qualities for a big man to have.

The tribes eventually decided that the white men weren't their ancestors and didn't create the cargo. To get their own cargo, the tribes decided to learn the secret rituals of the white men — and they overnight adopted Christianity, of a sort:

In the native view, the Christians worshipped the god Anus. He created Adam and Eve and gave them cargo of canned meat, steel tools, rice in bags and matches. He took it all away when they discovered sex and he sent a flood to destroy them, but he gave Noah a big wooden steamboat and made him the captain so he would survive. When Ham disobeyed his father his cargo was taken away and he was sent to New Guinea. Now his descendants were being given a chance to reform and regain their cargo. All through the twenties the natives patiently worked hard, sang hymns and prayed to Anus. But by the thirties it became clear that the missionaries were lying; they had been good Christians and worked hard, but it was the foreign bosses who did no work that got all the cargo.

They were not yet ready to abandon Christianity, however. Instead they formed a new theory in the interwar period: Jesus Christ had been kidnapped by a combination of the European missionaries and a conspiracy of Jews, whom the natives knew from Bible stories. He was trying His best to help out His people in New Guinea, but the power of the Jews was keeping the cargo under wraps. He was being held prisoner at or near Sydney, Australia. In preparation for his imminent escape, they slaughtered their pigs and massed in the cemeteries, camping out for weeks at a time.

The most famous cargo-cult story:

During World War II, an influx of American soldiers, ships and cargo arrived in Melanesia. 1,000 men were recruited from Tana to work on the American landing strip and army base on the neighbouring island of Efate. Not only did the Tanese experience better treatment than they were used to under the previous British administration, but they saw black American soldiers arriving who had the same possessions, clothes and food as the whites, all of which were beyond the everyday reach of the Tanese.

Back on Tana the islanders stopped going to church and began to build landing strips, warehouses and radio masts out of bamboo, in the belief that if it worked on Efate for the Americans, it would work for them on Tana. Carved figurines of American warplanes, helmets and rifles were made from bamboo and used as religious icons. Islanders began to march in parades with USA painted, carved or tattooed on their chests and backs. John Frum emerged as the name of their Messiah, although there are no records of an American soldier with that name.

I love the story of Yali, a native rewarded for his loyalty to Australia with a trip there:

He became fascinated by the Queensland Museum, which contained many of the New Guinea gods which had been seized by missionaries, apparently being worshipped by thousands of Australians and tended by priests in white coats. The conclusion was clear — the Australians had stolen the New Guinea gods and were using them to get cargo.

While in Brisbane, Yali made another startling discovery: the Australians kept hundreds of animals in the Brisbane Zoo, which they carefully fed and tended. He also noticed the large number of dogs and cats kept as pets in homes. It wasn't until a conference in Port Moresby that he was able to solve this puzzling behaviour. The solution came when he witnessed a book which showed a succession from monkeys into humans. It became clear the depth to which the missionaries had lied: they had claimed Adam and Eve were men's ancestors when they clearly believed that their ancestors were animals who needed to be treated with respect. It was obvious the missionaries had made up such lies in order to hide this truth from the New Guineans, who had held such beliefs before their arrival. Upon returning home, Yali was convinced by the prophet Gurek that the Queensland Museum was actually Rome, that the gods had been taken captive there, and that in order to lure them back the natives had to stop their foolish acceptance of the lies of Christianity.