Advertisements and propaganda actually work that's why so much is spent on them. You can often exactly measure the effect. But blaming radio, TV, magazines, billboards, comic books or the social web is incorrect: it's not the medium it's the message that has an effect.
And the message needs to be a certain form. Generic pulp novels and shooter games clearly do not cause violence where other forms of messaging do. Witch burning, lynchings and demagogues clearly come from some style of message that can drive masses of people simultaneously.