Evolutionary psychology is quite good at explaining why someone who's just watched “Jaws” is disinclined to take a dip. In the Stone Age, a recent image in your mind of someone being eaten by a shark would have justified your avoiding the water for a while. Presumably our conscious mind knows a swimming pool has no sharks in it, but may struggle to overrule our unconscious mind, which merely beams us the “water”/ “shark” association.
Copycat suicide epidemics, like that reportedly inspired by Goethe's The Sorrows of Young Werther, are harder for the evolutionary psychologist to explain. Apparently though, it's historically debatable whether that book actually incited a suicide epidemic. And R. F. W. Diekstra reports in “Suicide and its prevention: the role of attitude and imitation,” that when she looked for evidence that Angie's suicide attempt in the British soap opera “Eastenders” led to increased suicides in the UK, she couldn't find conclusive evidence for that either. Disappointing, for those of you who might want your writing to inspire suicide epidemics.
Do people who've just seen a movie with a happy ending feel more optimistic about their life than people who've just seen a movie with a sad ending? This would be a straightforward experiment to do -- you'd just need to make a little movie with two alternative endings, and hand out a bunch of questionnaires.
Daniel Gardner, in The Science of Fear, says there isn't much experimental evidence yet on how fiction impacts risk avoidance. The one example he gives is Anthony Leiserowitz's survey of Americans who saw “The Day After Tomorrow,” a disaster movie about a global warming-triggered shutdown of the North Atlantic thermohaline circulation system, leading to a new global Ice Age. Americans who'd seen this movie proved more likely to consider a catastrophe of this kind probable. Gardner notes, “The effects remained even after the numbers were adjusted to account for the political leanings of respondents,” but I still find this result a bit unsatisfying, since movies of this kind indiscriminately mix fiction and nonfiction... I'd be more impressed if it could be demonstrated that readers of Stephen King's novella “The Langoliers” showed increased wariness around beach balls...
A related question — does heroic literature inspire us to be heroic? David Gemmell says it does, according to this WSJ article http://online.wsj.com/article/SB120105682970108777.html by John Miller.