Harold Holt was the third Australian Prime Minister to die in office that is, if you believe he's dead. While vacationing with friends in 1967, he went into the ocean for a swim in rough waters and disappeared. Despite a massive manhunt, his body was never found. Several conspiracy theories emerged: he may have faked his death to run off with his alleged mistress or he was a spy for the Chinese government. Others, like the director of the documentary Who Killed Harold Holt?, believe that Holt might have deliberately taken his own life.