About Stalin and his crimes, two: The HBO movie with Duvall, and "The Inner Circle" with Tom Hulce. Lolita Davidovitch and Bob Hoskins.A very good film.
About Stalin: There were some truly despicable films from the "Uncle Joe" era, including "Mission to Moscow". Indirect praise of the entire system (happy, patriotic peasants) can be found in the movie "North Star", which had the title changed, and an anti-Soviet tack-on at the end during the 50s.
I think it's hard to cram all of Stalin's crimes into one movie.