I have not seen many Martial Art movies in my time. However here are 2 of the movies that I have seen and recommend taking a look at.
When Taekwondo Strikes is a movie from 1973 that tells the story of a group of Korean rebels who use their art of Taekwondo to cause the Japanese oppressors a lot of trouble in the early 1940s. They are basically Taekwondo freedom fighters.
This is a fictional movie; however, the film can give you a good feel of what it would have been like in Korea under Japanese colonial rule.