Melissa Dahl in The Science of Us, reports on a study that complements a previous one that asserted that reading novels also made you more empathetic: 

If you ever feel vaguely guilty about the vast amounts of television you watch, might I suggest you cling to the findings of this study,  published last week in Psychology of Aesthetics, Creativity, and the Arts. In it, the authors claim that watching high-quality television dramas — things like Mad Men or The West Wing — can increase your emotional intelligence. That is, watching good TV makes you more empathetic.