someone said it earlier, "new world order" is really just describing a major shift in political policy and balance of power. The conspiracy surrounding the term goes in a lot of directions but I think most prevalent is that of the secret elite conspiring together to rule the world by means of a globalized world government.
The NWO is basically a plot that originated within the nexus of power which is centered around Europe, primarily Rome and London. Power shifted from Egypt to Greece and then to Rome, and in the present day is in and around Europe. The Vatican is at the centre of it all along with the hidden families of Venetian origin (and others) that pull financial strings and sit on absolutely insane amounts of wealth. Forget Rothschild, Rockefeller, the corporations etc.. look up the Queen and the British monarchy, the Pilgrim Society, the Knights of Malta, the Jesuits (!), and Vatican history.
All they want is more power. That's what this is about. When rich people have nothing to do and are mentally retarded from poor emotional upbrining all they seek is power and more power.
Winston Churchill for example described the shift in political thinking post WW1/2 as a new world order. However its not without motive as it was the perfect time to bring global issues to the table, which lead of course to the creation of the U.N and NATO. Other examples of opportunistic times for change came during the red-scare, which people thought would turn sour and provoke world communism.
but like you said, SS, many believed the implementation of the U.N was a vehicle for international bankers to conspire their way to power, with a little help from the Rothschilds, who's family estabolished Euopean banking near the end of the 1700's. Some members of the Rothschilds rose to Austrian and British nobility. Some members of the were accused of belonging to the Illuminati.
Rockafeller is interesting tho, aside from them funding a laundry lists of important often government purpose building projects, they have their hand in major aspects of world/international business affairs.
It is plausible that the right combination of figure heads, be it money, political power, religious influence etc, could very well instigate a major shift in world government.
Vatican history is plain creepy, that city may as well be its own planet. I think Vatican City is the only one that operates under canon law, where the entire judicial system is run by the church courts. I find the lure of the Swiss gueard pretty interesting also.
The knights of malta is a good one also, they were more i guess you could say protectors of christianity, wher at their height of importance during the seige of malta. Popular belief was that if the Turks were successful in taking the island it was likely france, spain, italy would fall under turkish invasion and more importantly Christendom.
All these examples ultimately describe major shifts in wide-spread power, getting back to how i would define a new world order