I'm not very knowledgable when it comes to Brazilian films, and from the ones you mentioned I've only seen "City of God" and "Carandiru".
Besides their different styles, both films dealt with the opression of different minorities, be they immigrants, gays, women, or whatever, and the differencies between rich and poor. About the vicious circle you can't escape if you're born poor and have to live in a ghetto, and how this inevitably leads to criminality. How people lose their humanity in an opressive society, that just wants to get rid of these people, when they become too difficult to ignore. Identities are mostly shaped through a status, either in the society as a whole, or in a certain (peer?) group. The status depends mainly on power and possessions, and is usually achieved through violent behaviour. Individual human lives don't seem to count much, live as fast and excssessive as you can seems to be a favored motto. This includes taking what you want, as most things are available only for a small fraction of society. The oppressed people seem generally impatient, waiting for something to happen, while following individual, egocentrical interests. Also much drug abuse and sexual tension. 
The country and its people seem torn between two opposing things. 
What they wish from life (family, house, money - american dream) - what they get (nothing of it).
their imagined status (e.g.honorable criminal) - actual status (oppressed loser)
The society also seems dynamic (though it isn't), oriented towards the US and losing its own identity. 
Poverty and stereotypes (self-imposed social restrictions) seem to dominate everything, and the persons although very individualistic, and seemingly doing what they want, are VERY restricted in their personal freedom (trhrough society but also through themselves!).
The state isn't a help, but more like an enemy for its citizens, more dictatorship than democracy. The line between policeman and criminal is only legal - illegal (no other issues involved).
I realize this is a messy assemblage, but I typed it down as stream-of-consciousness, and I've seen the films some time ago.
Hope it was at least a little help, though.