i can only speak of german films, but here are a few names:
there are the films of alexander kluge, jean-marie straub, volker schlöndorff, werner herzog, reinhard hauff, rudolf thome, hans jürgen syberberg, theodor kotulla, peter fleischmann, christian ziewer, rainer werner fassbinder, margarethe von trotta, konrad wolf, heiner carows, egon günthers, and so on -
do you know any of them?
in my reply below to judih's post, i've listed a few authors that wrote critical books about their country and its history and self-image. and there are much more.
have you read any of them?
...maybe it's just that they don't shout as loud as michael moore does.