It's not well-known because it's German, but a movie called Im Winter Ein Jahr (A Year Ago in Winter). It's about a young woman whose younger brother commits suicide, and the rift it causes in her family afterwards. She's a dance student from wealthy parents, but there's no love or affection in the family, which she suspects contributes to her brother's suicide.

Another one, also not well-known because it's Icelandic, called Málmhaus (Metalhead). Also about a young woman whose older brother died years before, and she blames herself for it. The movie is mostly about her life as a metalhead and budding musician dealing with grief and guilt in a small, close-knit rural community.

These ones kill me because I lost my own brother when I was 19, and I can connect so much with the main characters of these films. I'm not a young woman (I'm a 30-year-old guy), but the struggles and thought processes the movies depict are so beautifully and accurately depicted that you know someone involved was clearly grieving.