This reminds of Sun ra, the jazz musician, who believes he comes from Saturn, in an attempt to find solace from living as a Second Class citizen in America. In his movie, Space is the Place, he shows life on Saturn as peaceful and cooperative.
My Tutor also told me about this film, liquid sky. I don't realy know what it's about but it involves aliens and face paint.
Brother from Another Planet. I saw this film recently. An alien crash-lands on Earth, in New York City. He's mute, strongly empathic and able to fix things. He resembles a Black man with strange feet. His attempt to make a place for himself in Harlem is an allegory for the immigrant experience in the United States. Meanwhile, two bounty hunters from the Brother's home planet arrive and try to capture him.
Fantastic Planet. I also saw this quite recently, a czech former psychiatric nurse and a french animator teamed up to make this (very blue) film. People are really tiny and one is captured by huge beings who meditate all the time. They have made up all sorts of plants and creatures for this story. Like "Gabblesnapter" a beaked fighting beast that wraps it's tentacles around men...
Earth Girls are Easy, this is one of my favourite films, starring Gina Davis and Jim Carey. A bunch of aliens land in hollywood and are taken in by a sweet but air-headed nail technician. It has great music!