Alex Tabarrok offers a nice three-fold explanation at the WSJ Online here.

Hollywood's anti-capitalism is not accidental. It stems from three sources: the rage of directors and screenwriters against their own capitalist backers, the difficulty of using a visual medium to depict the invisible hand, and an ethical framework which Hollywood shares with most of our culture that regards self-interest as inherently immoral or, at best, amoral.

On the first point, Alex says filmmakers need investors (i.e. capitalists) for financial support and get resentful when they have to compromise artistic imperative for market gains. I imagine a director shouting, "I hate you Mark Cuban for making me make movies that will actually sell tickets!" Perhaps this is one-directional, though. I certainly buy Alex's constraint argument. But why would capitalists systematically keep returning to directors who portray capitalists negatively? The most obvious answer to me is they don't care how alternative economic systems are portayed. They care about profits.

Yet if profit is the driving force, we also have to ask why viewers keep coming back. (If viewers were really turned off by a filmmakers anti-capitalist ways, that would hurt the bottom line and Mark Cuban would put his money elsewhere.) This is a more nuanced question since viewers' objectives are not as cleanly captured as are producers' with the profit motive. Interestingly, Alex's second and third arguments help point the way.

Behavioral economics has established that we all give in to several forms of cognitive biases. There are anchoring effects and informational cascades. There is confirmation bias. And so on. For moviegoers, who presumably go to movies to be entertained, this gives an advantage to simple narratives as carried by pre-fab characters.

This guy is evil.

This guy is good.

By this reasoning, you don't necessarily have to be an anti-capitalist filmmaker to portray a capitalist negatively. Actually, your producers might want you to if doing so sells more tickets! "Don't make me think too much at the movies, that messes up my being entertained!" If this explanation holds water, one interesting implication is that viewers can see through Hollywood's biases. They just don't care. What's that phrase, "suspension of disbelief" is it?

A related though broader issue is why the intellectual class tends to be anti-capitalist. Robert Nozick offers a brief response in this Cato Policy Report: intellectuals resent that their talents are not rewarded in the marketplace. In "The Intellectuals and Socialism," F. A. Hayek famously attributes the bias of intellectuals to their beliefs that human institutions can be scientifically designed as can physical systems (pdf here). Ludwig von Mises, in The Anti-Capitalist Mentality, says intellectuals become envious of capitalists because they rub elbows in the same social circles but don't have any of the money.