Although I think it's technically a mini-series, I think In the Flesh (2013) is well deserving of some attention. I highly recommend it.

I agree with a lot of the suggestions already given. However, I'd like to add/suggest Broderskab ('Brotherhood'; 2009). Broderskab deals with some serious and, for lack of a better phrase, 'fucked up shit'. It's such an emotional film on so many levels.