I am aware of the Milgram experiment and actually I am the type of guy who would literally say 'fuck this keep the money' and walk out of the experiment even threatening to report them to the police if they tried to stop me walking out.
That being said, I don't deny that most comply, nor do I see how that proves any point you've made. The movie is wrong, it has nothing to do with American society, the average human being is compliant to authority, it will always be the baseline because in the past people who weren't team players either were killed off or at least were isolated and didn't get a wife/husband to reproduce with and spread their seed. The is is why in all cultures, I am fairly certain that the majority would comply.