Back in 2009 Gregory Turza recommended the documentary movie Art & Copy; I finally got a chance to see it and agree with his recommendation.
The documentary is focused on the rise of the advertising industry and how innovators in that field operate. As Mr. Turza noted in his review, the film is explicitly pro-capitalist and makes the point that it is only under capitalism, with a free market, that advertising could even arise.
http://www.artandcopyfilm.org