There are two reasons why the entertainment industry is so anti-Republican (from what I understand at least):
- McCarthyism
- Nixonian "law and order" opposition to the '60s counterculture movements
I'd add two things:
(1) It's heavily unionized
(2) People care less about being heavily taxed and regulated when they sell a unique good or service and can pass the costs of it on to the consumer. Oprah doesn't care if she has to give all her employees insurance coverage. B*tch, she's Oprah! She'll just charge more for her books and magazines and such. It's the polar opposite of Republican-leaning industries like natural resource extraction, which are basically fully commoditized and simply aim to be as cheap and efficient as possible.