In Parshas Toldos we read about Eisav's deceptive acts towards his father, climaxing here at the end of the parsha, where he marries one of Yishmael's daughters in order to appear righteous in Yitzchak's eyes.
Rashi however comments that, in fact, "he added wickedness upon his wickedness, in that he did not divorce the first ones" [Toldos 28:9] i.e. just like he had married his first wives in an attempt to appear righteous, so too here "he added wickedness upon wickedness" marrying once again, this time to a member of Avraham's family in order to maintain his deceptive veil of righteousness.
In the following parsha, Vayeitzei, we read of another trickster, Lavan, who acted deceptively towards Yaakov. However, it could be argued that Eisav's deception towards his father represented a greater degree of moral corruption than the acts of Lavan, because Eisav actively promoted himself as a righteous person. Lavan, on the other hand, may have acted deceptively, but he did not scheme to find ways of proving his righteousness to others. He merely concealed his selfish and corrupt motives so Yaakov would not come to uncover his plans.
So, the Torah's description of Eisav here, at the end of parshas Toldos, comes to warn us of the moral corruption which was exemplified by Eisav. Here we are warned to steer clear of this lowly activity: promoting oneself as righteous while the truth is something very different indeed.
Based on Likutei Sichos Lubavitcher Rebbe