Are french people unhappy or depressed?

and why most of french movies are sad?

Most French people are unhappy/depressed from the recent terror happen in France. most french movies are sad because they are reflecting their feelings onto what happen in the past.

I hope this answer your question.

This question is entirely subjective, but France is a very artistic nation with in turn artistic citizens, a lot of the media they produce has filtered through a strict thought process and been composed with the purpose of causing emotion in the viewer. It may be that you just haven't found the positive films you prefer, but the french have a powerful way of manipulating feelings through all art forms.