One thing I've been struck by with movies and films like the Wolf of Wall Street, the film Wall Street, Fight Club, or even the Great Gatsby is how many people end up coming away with the exact opposite message of the movie. They end up idolizing the vapid, shallow lifestyle that the movie is critiquing, because even though the film is critiquing that it can't help but also make it glamorous. Michael Douglas has said…
I believe it is mostly due to the last scene of these movies where the hero dies in some crazy action scene. Lot of adrenaline, and it looks so "cool" on screen that you can't help thinking "wow this guy was awesome!".
One movie that dealt with that really well was "Goodfellas". During the 2nd part of the movie, the downfall is filmed in a very slow, almost boring manner. And the end is boring as f*ck, specifically to avoid this pitfall of glorifying the "hero".