They can be period films, or films shot in the Depression, but they should in some way address the Depression directly (in other words, portray stories about people struggling because of it). And because the Great Depression was a world-wide event, it would be interesting to include films that are not set only in America.
I like all the films on your list spidey, but my favorite film about the Great Depression is Steven Soderbergh's haunting and heartbreaking KING OF THE HILL (1993). This unforgettable movie stars Jesse Bradford, Jeroen Krabbé, Elizabeth McGovern, Adrien Brody, Lisa Eichhorn, Spalding Gray and Karen Allen. It's one of Soderbergh's best and highly recommended.