It depends what you call ' a lot'.
The music industry - the first to 'suufer' from copying back in the days of home taping with cassettes, has always bleated long and loud about the fact that their artists receive no royalties from copied music, although statistics and other evidence tend to infer that most people who have copied and enjoyed an album will usually by the record anyway.
Much has changed over the last five years or so with the advent of downloading, both legal and illegal, and the advent of MySpace, which has removed a large part of the leverage of major compnies in releasing recorded music.
As far as films are concerned, i think that the stats prove that cinema audiences are still very healthy, and a large proportion of people still enjoy a cinema experience as opposed to watching on a PC screen at home.
It's an endless debate, but all sides seem to have learned to live with the effects - no-one seems to be saying that muysic is in danger of dying out because major labels can't afford to finance new talent - indeed, quite the oppoiste, music is healthier and more diverse now than ever.