The best one I heard was Reinhard Gehlen theory that he was actually a deep cover agent for the GRU, Soviet military intelligence, and that in the final days of the war he was secretly spirited out or Berlin and lived out the rest of his life outside Moscow under a false identity. They never announced the truth as Stalin didn't want to share any of the credit for leading the Soviet Union to victory and also because rumours swirling about that he'd survived and was hiding out in South America were advantageous to them in the post-war period. The reason that the remains they eventually dug up matched was that obviously after he died they secretly transported his body back to Berlin and buried it in roughly the right area for future complete deniability.
I love conspiracy theories sometimes.