As a student, one of my pts who had severe resp problems sat there in her chair with her big 'ol Oxygen tank in use and smoking a cigarette with an ashtray, and a pack of cigarettes nearby. I got understandably alarmed and spoke to her about it. Then I called my supervisor at the office right there from the home. I was told to call the MD, report the situation, and document my teaching and her response.
Since then, any time I come across a less than positive situation, I do whatever teaching I can concerning the situation, and document everything, both on and off the daily nursing note. As long as you document teaching related to the problem, then you have done your job. You are not responsible for twisting the patient's arm to change anything. Over the course of time, they just might start to come around. However, this usually takes effort from more than one nurse to effect change. When all nurses are not making the same efforts, or are going in different directions, then there is less chance of positive outcomes.
So in the end, document. You may not be able to perform miracles, but you will be showing, in writing, that you are doing your job to the utmost of your abilities. And when people are "whacko", it takes documentation and possible discussion at a patient care conference, to arrange referrals to social workers, psychologists, etc.