Eritrea
The probable birthplace of humanity, Eritrea is a small country in East Africa.
Although it doesn't have a particularly famous film industry, I have been able to identify a surprising number of films that have had physical releases, although sourcing copies is proving hard.
The films:
Barud 77 (1997)
Minister (2002)
Dagmay hiwet (2003)
Milenu (2009)
Aklasia (2013)
Debbas (2014)