Yes, we certainly should be concerned about many of the things we see happening in our society today. I often recall Jeremiah's indictment of his own generation: "Are they ashamed of their loathsome conduct? No, they have no shame at all; they do not even know how to blush" (Jeremiah 6:15).
Some critics defend such things by saying they only reflect the way most people live today -- but even if this were so (which it isn't), they still contribute to the moral decline of our nation. After all, where do most young people today get their ideas of right and wrong? All too often they get them from television, films and popular music. The Bible says, "Righteousness exalts a nation, but sin is a disgrace to any people" (Proverbs 14:34).
I hope you'll take this opportunity to talk with your grandchildren about what's really important in life, and what place God should have in our lives. Following Christ often means going against the crowd -- but it's also the only path to lasting peace and happiness. Pray for them, and encourage them to give themselves to Jesus Christ and put Him first in their lives.
Then pray for our nation, that God will intervene and turn back the tide of immorality and godlessness we see all around us. In addition, read reviews of films and programs you're thinking of seeing, and avoid any you'd find offensive. If more people did this, we'd see better films being produced.