One example of good anti-capitalist art I can think of is the movie WALL•E.
The anti-consumerism of that movie is about as subtle as a pile of bricks: the Earth has been literally buried in trash from overconsumption, driven by a monopolistic megacorporation that sells "all you need, and so much more."
Humanity has retreated into space aboard luxurious, interstellar cruise ships where they idly play virtual golf, consume copious amounts of liquids, get pampered by robot masseuses, and videoconference so myopically that they don't notice that they're sitting right next to each other. They spend so much time on their screens that they don't notice the swimming pool. Their babies are indoctrinated with spelling lessons like "B is for Buy 'N' Large: your very best friend." Their every need and want is fully attended to by an army of robots. It's fully automated luxury gay space capitalism!
(It's not clear how the economy of the Axiom, the ship the humans are on, actually works in this post-scarcity fully automated world, now that Buy 'N' Large has apparently achieved omni-monopoly and abolished the need for human labor. But it was capitalism that got society to this point.)
The most compelling part of the movie, to me, is the humans rediscovering their sense of purpose as WALL•E blunders around, distracting passengers just enough to notice the beauty of the stars, the warmth of another person's hand, or look up from their screen long enough to notice the swimming pool. And, what resonated with me the most, sparking the curiosity of the ship's captain to plunge down a Wikipedia rabbit hole learning everything about Earth and marveling at the simple pleasures of farming and dancing. I can relate deeply to the joy of a good link-surfing binge :)
The exchange that the screenwriters clearly intended to stick in everyone's minds was between the captain and his autopilot "AUTO," a steering wheel robot who is really in charge of the ship:
Captain: Out there is our home. Home, AUTO. And it's in trouble. I can't just sit here and do nothing. That's all I've ever done! That's all anyone on this blasted ship has ever done. Nothing!
AUTO: On the Axiom, you will survive.
Captain: I don't want to survive. I want to live
This exchange shows the captain standing against hedonistic consumerism and embracing the purpose of the hard work of taking responsibility for the planet and rediscovering the simpler pleasures of his ancestors. It not-so-subtly follows with the symbolism of the captain defeating the autopilot by literally standing on his own two feet, a remarkable feat considering his physical fitness level, to fight the robotic embodiment of the corporate excess that had imprisoned humanity in a cage of consumerism.
The human storyline culminates in their returning to Earth and rebuilding society, abandoning their life of post-scarcity luxury in favor of a life of purposeful work. The movie is not clear on how the economy works in the new society they build, but they show humans and robots working together without any explicit profit motive to restore the land, plant crops, and build cities.
But this isn't the only anti-capitalist part of the movie. It's just the most obvious on the surface level.
See, the movie is really about WALL•E and EVE, the robots. The human subplot is a side story. WALL•E represents innocence and childlike appreciation of life's simple pleasures, rendered all the more poignant in contrast to the barren, lifeless world he lives in. His favorite movie is the not-objectively-very-good Hello, Dolly and his sole desire is to hold hands with his love interest, EVE. He cleverly misuses artifacts for things other than their intended purpose and for the most part is oblivious to the plight of humanity.
EVE, in contrast, is portrayed as dedicated to her "directive," her purpose given to her by the corporation that made her and all the other robots. Her directive is to scan Earth for plant life and report any she finds to the captain of the Axiom, a purpose that was given to her mindlessly, as the corporation had long ago abandoned any plans to return to Earth and had apparently forgot to turn off the EVEs.
While WALL•E executes his directive without much thought and finds ways to have fun collecting things, EVE is single-minded, prioritizing the plant and her directive to deliver it to the captain. She shows a little personality when she first meets WALL•E, but the moment she discovers the plant she immediately powers down and waits for her ship to pick her up. She pursues the plant and for the most part brushes WALL•E off except for a few moments of vulnerability.
To EVE, WALL•E is first a curiosity, then a nuisance. When WALL•E notices her goals and earnestly tries to help her, she tries to put him on an escape pod back to Earth to get him out of her way. But when WALL•E recovers the plant that she thought had been destroyed, she gives him a "kiss" and "dances" with him in space in celebration, as the captain is shown learning about dancing from his Wikipedia rabbit hole, connecting both characters' discovery of the simple pleasures of life serendipitously catalyzed by WALL•E.
Slowly, EVE develops from a literal robot slave single-mindedly executing her corporate directive to becoming more independent and discovering the same simple pleasures that WALL•E represents.
When EVE accomplishes her directive, she discovers how much WALL•E had done for her and only then notices her feelings for him. This development is most strongly illustrated when a dying WALL•E tries to earnestly help her with her directive, even after all hope seems lost, but EVE tosses the plant away and claims a new directive, to hold hands with WALL•E. This completes her journey of declaring independence from the corporation that made her and dedicating herself to peace and love and all that hippie stuff.
They then convene a robot uprising to retake the ship from AUTO, not so that EVE's directive can be accomplished, not so that humans can rediscover their purpose, but so they can get back to Earth where there are spare parts that can fix WALL•E. They do not care about humanity, even if the audience does. This is pretty subversive, if you ask me. While WALL•E's clumsiness, earnestness, and innocence inspires rediscovery of simple pleasures and becoming independent from the hedonistic consumerist society they live in, none of the robots intended the outcome of humanity repopulating the Earth; WALL•E is truly independent from his corporate directive from the moment he sets his eyes on EVE (and is shown as unable to set his mind back to his day job of compacting trash thereafter), and EVE in turn learns from his example to prioritize love over work.
The anti-capitalist message of the movie is therefore twofold: humanity learns to reject consumerism, and the robots learn to love life outside of work. Both humans and robots then work communally to rebuild society from scratch, having rejected the corporate status quo and embraced simple, harmonious living.
It's also a damn good movie, one of Pixar's best. Even independent of the well-woven themes, the environments are gorgeous, the characters are memorable, and they manage to tell a deep story with very little dialogue, filling the gaps with visual and sound design to evoke emotions and deliver plot-relevant exposition.