Brotherhood of Death (1976)
Three black special forces soldiers (including return from Vietnam to their small Alabaman town, where the klan rapes one friend and kills another. They respond with Interestingly, the white sheriff is above board, but the deputies are the klansmen. Ends with a shot of a pro-klan billboard.
The Black Klansman (1966)
After the klan burns his daughter to death in a church burning, a light-skinned black man buys a wig, joins the klan under the guise of wanting to form a chapter in Los Angeles, dates the grand wizard’s daughter, and then kills him. Bonus points for miscegenation. This one ends with a JFK quote about racial equality.