This is a great question, because it shows the reality that movies have a huge impact on culture. I would say that same for TV programs, books, and any other forms of popular media. As for movies, we can see the impact in several ways. For instance, movies influence fashion. One of the things that I realized is that people's sense of fashion is very much influenced by the movies they watch. This might seem like a small point, but from a financial and advertising point of view, it is huge. Product placement is gaining steam.
A more serious example can be seen during World War II. The war movies that were made during that time sought actively to raise patriotism and the glories of self-sacrifice for your country. The government even poured its own money into these movies, because they saw the power of films to influence people's opinions.
Even today, certain movies shape people's expectation on all sorts of aspects of life, such as love, relationship, money, and the like. A great example is the movie "Wall Street." The director actually made the movie to show the dark side of money, but it wound up encouraging people to go into banking! Examples can be multiplied. The important point is the realize that we are all social beings and for this reason media plays a role.