A new study says it could be true.
Researchers at Dartmouth Medical School found that "among those whose parents let them watch R-rated movies 'all the time,' almost a quarter had tried a drink without their parents' knowledge. That compares with barely 3% who tried a drink among those who were 'never allowed' to watch R-movies."
The finding wasn't based on overall parenting decisions either, but was controlled by parenting style and still found the movies have this effect.
Not a great finding since according to David Walsh, founder of the nonprofit National Institute on Media and the Family, "The younger kids use (alcohol), the greater the risk."