Hi Rory;
Wow, you have a few things mixed in there… let me see if I can address some of them.
"New World Order" - Generally a government 'boogie-man' invoked by people who would like you to believe that the government (or governments) are all sinister, and out to get you. Frequently invoked by Protestant Christians with a fundamentalist background who see it as a fulfillment of the book of Revelations, but also frequently invoked by left-leaning conspiracy theorists, who blame everything on a government/corporate conspiracy.
"Illuminati" - does not exist, and hasn't existed since the 18th century. The Bavarian Illuminati were a real group, but they aren't around any more.
"Coffins" - There was an aerial shot of a FEMA facility that showed what appeared to be a large number of coffins. It turns out that this was a real photograph, but it has a mundane and legitimate (if rather disturbing) reason. One of the largest problems in the aftermath of a large natural disaster is the spread of disease from dead bodies. Cholera, for example, can kill an otherwise healthy person in just a few hours. In other countries (for example in the aftermath of the indian ocean tsunami) the bodies are bulldozed into piles and cremated en masse. This presents a problem in trying to find the identities of all of the people. Instead, FEMA puts the bodies into air-tight "coffin liners", which prevents the spread of disease, but also allows for later identification through DNA.
"they killed lots of celebrities" - That one I can really sink my teeth into. When a celebrity dies, they leave behind fans. Some of them don't like that their hero/heroine went the way of the drug overdose (Jackson, Presley) or got shot by a jealous fan (Lennon, Serena), or caught a disease from using dirty needles and died from liver failure (Wilson). They would rather think that the end of their hero was… well… heroic. So these rumors that they were killed by the government, or by shadowy, sinister organizations begin to creep in. It has been said here a couple of times by people that they think that people who sing about certain topics (i.e., the Illuminati) wind up in an early grave. I have yet to see any one of the people making this claim support their claim with any kind of statistic. As I said elsewhere: Making a claim is easy. Supporting it is hard. Defending it is even harder.
In order to support the idea that these singers were killed because of their lyrics, you would have to begin by gathering statistics on all of the singers (or perhaps all of the singers in the genera, at least). Sort them into two groups: Those that sing about those topics, and those that don't. Then you would have to show that there is a statistical correlation between singing about the Illuminati and an early death. Then you would have to remove all other variables, such as any other risk factors they had for early deaths, such as drug use, alcoholism, gang affiliations, etc., etc.
Once all of that is done, and if there is still a statistical correlation, then you might be onto something that deserves a closer look. You still can't conclude that a correlation exists until you do another round of data gathering, expanding your search parameters, and you are a long way away from showing a cause-and-effect relationship.
See, science is hard. It's mostly boring, slogging work, gathering data, then mining that data looking for your statistical trends, and then trying to eliminate extraneous variables that might be influencing your data. Most people don't get that. They think, "oh look, A came before B, so A caused B', and take off from there.