Movies can, but do not necessarily, have a great impact on society. Mostly, they do so by showing people different ways of life and different values that may go on to affect the values that people hold.
This sort of impact of movies can be seen in times such as the 1920s. In that era, movies were new. They showed people a glamorous way of life that was well beyond what people were used to. As people saw the material goods shown on screen, and as they saw the exciting things that the characters did, they wanted to have lives like what they saw. This helped to change society in important ways.
Today, movies are less likely to have such a great impact on modernized societies like that of the US. However, certain special movies can still bring about debate on issues by putting them in new perspectives. For example, the film Juno might be said to have helped put issues of teen pregnancy and abortion in a new light. Such movies can have subtle but meaningful impacts on society.
Movies affect society all the time. In fact, movies influence society's beliefs and ways. Movies shape society's views and visions. In a movie, there may be something that is identified as beautiful. Whatever that may be is introduced to society as beautiful by the movie and much of society just follows. A movie might show a girl with a certain type of body, hair, and clothes, and call her beautiful. Society then follows and believes that the girl's physical traits are the indicators of beauty. Movies instill trend as well. If a movie were to use a certain article of clothing and let the piece frequent the screen in good light, then that article of clothing can actually become trendy fashion and society will think that piece of cloth is now the thing that is "in."