The Skin I Live In is also an interesting film which talks about gender and gender identity. The director is also know for making other films that talk about LGBT topics (I haven't seen them tho). This film is a little intense, just to let you know.
Madame Satã is a film I had to watch for school. It is about a afro-brazilian bisexual drag queen and is based off a real person. Now I watched this film in the original language, no subtitles, so I can not 100% say if it is good or bad because I had to rely solely on the visuals.
The US channel LogoTV is know for having LGBT programs however, in recent years, some of their content has moved away from being just LGBT and more general audience.