Of course this is possible. It is also possible for multiple people to be sincere but wrong about the same thing, without a conspiracy, though this is stretching things a bit. When it comes to easily disprovable claims though, such as the existence of Jesus, or his being put to death by the Romans, then it seems very very unlikely that such a thing would happen.
With something like Heaven's gate, you do need some sort of groupwork for the mass-delusion. Two separate groups of people are unlikely to think up such craziness without contact with each other. And it is easier to be deluded about something like a future event, because it isn't such a clear cut right/wrong claim like the existence of Jesus would have been.