Finland: Any of Aki Kaurismäki's laconic movies, e.g. Leningrad Cowboys Go America or I Hired a Contract Killer
France: Jean-Pierre Melville's brilliant thriller Le Samouraï
Japan: Takeshi Kitano's beautiful and bittersweet Hana-bi
Brazil: Fernando Mereilles' outstanding City of God (original title: Cidade de Deus), which is by far the best worldwide movie of this decade in my opinion. This movie blows you away.
USA: Darren Aronofsky's Requiem For a Dream; Abel Ferrara's disturbing Bad Lieutenant or his underrated King of New York (with Christopher Walken and Laurence Fishburne); Michael Wadleigh's intelligent horror/thriller Wolfen from 1981 (was on my television just some minutes ago); William Friedkin's To Live and Die in LA (one of the best and most underrated thrillers of the 80s starring young unknown William Petersen two decades before CSI fame); John Dahl's extremely erotic, clever, mean thriller The Last Seduction (starring adorable Linda Fiorentino).
I suppose you already know some of these movies, so just let me know if I went in the right direction with these recommendations (meaning if they're obscure enough) and I can think of some more.
