One of the best films that shows the relations and interactions of
Europe in Africa that comes from an African perspective is
"Lumumba:La Mort du Prophete" (well subtitled from California
Newsreel) Another film from the same source, "Afrique: Je te
Plumerai" by Jean-Marie Teno is also excellent on the colonial and
neo-colonial relationships.
Raoul Peck made Lumumba, which has excellent juxtapositions of
Congo/Zaire and Belgium and very interesting meditations on the
relationship as well as strong historical footage (they were banned
from filming in Zaire by Mobuto).
I use both films in my 20th-Century Africa course, but they are just
as appropriate for Modern Europe. If you don't want a documentary
style, then Ousmane's "Camp de Thiaroye" is a narrative historical
film that is quite powerful on France's use of African troops in WWII
and treatment of them afterwards.