Burnt by the Sun

I found this to be a dark, almost twisted view of the Russian reality. So, really, it's one of the more accurate portrayals of the culture in cinema I have seen. The protagonist, who the audience wants to empathize with by the time he speaks of a fairytale, turns out to be a cold-hard government "collector". The character shows that a person is both a family-man/decent-fellow and then there is the "for the nation" side.
The not-so-happy ending is a more realistic story arc as well, especially given the era it focuses on; this era often found the families suffering for the good of the country.
The repetition of a classic Russian anthem throughout the story is an attempt to pass the notion of "all is well when well goes to all". In the song itself, there were lines such as "as the crimson river flows" speaking about blood; "when no love is left" which is self explanatory. The anthem is a message that the underseed of proud Russian people is an understanding that the ending may not be happy until the very end.