"Moro no Brasil: the sound of Brazil" (2002), screened as part of the Barbican's "Tropicalia" film season, is a travelogue of Brazilian music narrated and directed by Finnish film director Mika Kaurismaki. Beginning in the musically diverse regions of the north-east of the country (Bahia and Pernambuco), it features many performances by local groups ranging from indigenous ritual ceremonies to teenage street rappers. Moving down to Rio, the film covers some of the same ground as "Favela Rising" depicting the shanty town dwellers who rise above poverty and drug dealing by playing in local music groups. There are echoes of Wim Wenders' "Buena Vista Social Club" when Kausimaki interviews Walter Alfaiate, an elderly singing tailor. He also talks to singer Margaret Menezes and Seu Jorge (link) too features at some length and there is a fantastic scene near the end in which favelistas dance on the rooftops to some James Brown funk.
More info about the film.