What is the first movie to show this hard work message at the very end?
The answer you're looking for is Taken 2, released in 2012.
I didn't know about this message but I found the following article illuminating:
Fox has begun, with theatrical release of Taken 2, placing end cards on its movies with the message: "The making and legal distribution of this film supported over 14,000 American jobs and involved over 600,000 work hours." The implication is clear: illegal distribution through video piracy puts those jobs at risk.