They Live:
This is a classic movie that I screened on my birthday one year to at least 3 people who hadn't seen it. Mind blown. But if there was ever an anti-consumerism movie, this is it. And it is nothing short of glorious.
Small Soldiers:
Maybe directors of kids movies get away with so much subversive stuff because studio heads don't want to sit through a kids movies to give them the ok? Whatever the reason, kids movies often have more progressive ideas in them than you'd think, and Small Soldiers is no exception. In fact, it's a shining example. This movie is explicitly anti-big box store, it explores the problems with toxic masculinity, the benefits of team work, and the dangers of letting weapons manufactures take over the toy industry.
Still a kids movie, but one that's pretty dang tolerable, if not pretty darn good.
Fight Club:
This is a movie that spits in the face of toxic masculinity, but was marketed as the glorification of just that. It's a study on rites of passage for men and how without that, men wonder the world as giant children looking for approval and fulfillment in all the wrong places. There's also a healthy study of the consumption of goods and ideals sold to us as our own identities (the commodification of self worth). Fight Club is an exploration of life without the crushing weight of needless need, the exploration of self, and the importance of growth. It's pretty fucking great, and clearly one of my personal favorites.
Bonus!!
Knock Off:
Not an anti-consumerism movie per se, but the terrorist's plot is to put explosive devices into a large amount of consumer goods and detonate them; for reasons. And, like any good Van Damme movie, the rest of the plot is so convoluted it's hysterical.