@kaia @genmaicha
I don't know what your tastes are, but I've come across a few interesting ones. I assume that by “depressing nazi movies” you mean stuff like «Die Welle» or «Das Leben der Anderen» (yeah I know technically neither is actually a nazi movie), but I've seen some interesting stuff coming from Germany. To quote two that have seen much less public success but I thought deserved more:
Knallhart
and
Mädchen Mädchen (this is by the same director as Die Welle IIRC)