It happened in the 1960's when the CIA was going around assassinating leaders all over the world. Between the Bay of Pigs, Vietnam, and JFK sleeping with their wives, it isn't hard to figure out an extremely plausible motive for whacking him. They certainly had the means to do it, and this is a time where the only evidence was the technology of the Zapruder film.
Aaron Russo's film is great, but everyone (except for hopelessly brainwashed liberals) know the IRS is corrupt and criminal. Aaron Russo just lays it out in a way that is impossible to refute.
It is a false equivalence to compare these two to, let's say, "Sandy Hook being a hoax and the CIA brainwashed a patsy to murder a bunch of children (or pretended to murder children and hired a bunch of actors.)"