Eurekalert has a write up of some research into the impact of seeing films aimed at adults on young people's drinking:

R-rated movies portray violence and other behaviors deemed inappropriate for children under 17 year of age. A new study finds one more reason why parents should not let their kids watch those movies: adolescents who watch R-rated movies are more likely to try alcohol at a young age.

It seems that watching the films has an impact on young people's likelihood of taking part in sensation seeking activities.  There's a short explanation of their methodology that's interesting.  They conducted telephone survey's with 6,522 adolescents aged 10-14 years and say:

Sensation seeking was based on how individual subjects identified with statements like: "I like to do scary things, I like to do dangerous things, I often think there is nothing to do, and I like to listen to loud music." Adolescents were also asked if they had ever tried alcohol that their parents were not aware of. This excluded adolescents who initiated drinking with sips of alcohol provided by parents. R-rated movie watching was measured by asking respondents if they had watched a random selection of movie titles drawn from box office hits during 2003 that had grossed at least $15 million. The movie titles included movies that had G (general audience), P/G (parental guidance) and R (restricted) ratings.