If it doesn't have to be comedy pretty much any horror movie that isn't about rape (and even some of those [Alien(s)]) is an abstraction for capitalism

Also the Cyberpunk "genre"

Office Space (movie about corporate work)

Boondocks (tv series, it's about more than that though)

Black Dynamite (movie & TV series, is about Blaxploitation, which criticises capitalism)

Adam Ruins Everything (Web/TV series)

For games comedy is much harder (is comedy even a genre?)

Fallout 1, 2 (comedy?)

Bioshock series (comedy?)

Deus Ex

Monopoly (boardgame, I'm not joking)