In literature, it's called a Dystopia (as contrasted with Utopia). As Dystopian fiction this is first-rate stuff.
I liked the first one a lot, though I bought it and didn't watch it for many months. We didn't see it at the cinema, so I patiently waited until my GF finally agreed to watch it. I wasn't sure what we were getting into, but she liked it a whole lot, and I was impressed, too. I thought Jennifer Lawrence was incredible, and the general oppressive/indulgent theme was very cleanly articulated. I felt the characters were well-defined, as were the societal extremes, and I eagerly awaited the second installment.
The character development in Catching Fire is very well wrought, and I think that has to do in some part to the change in directors and also the maturing of the franchise. It's easier to see the trajectory of the main characters as they come face-to-face with the Dystopian world in which they live. Even Snow is a better-defined character--human after all.
It's a common theme, after all, under the mightiest of oppressive regimes a hero (or heroine) will rise, often unwillingly, unwittingly.
I know we sometimes fixate on one aspect of a film. What's the LFE? How pristine is the picture? How effectively does the surround create a verisimilitude of what we expect to hear in real life? Does the plot make sense? Are there scientific, logical, or physical flaws in the presentation?
For me, it starts with characterization. Regardless of anachronisms, failures of science, physics, or logic, and plot holes, if the characters resonate with me, then all is good. In this case, the characters, the plot, and the message all make eminent subjective sense. The audio presentation in my home gives me all the "you are there" that I need, and the video contains a sense of realism and immediacy that causes me to forget anything other than what's on screen. I feel the impact in my chest, I hear the screams all around me, I sense the stillness of the moment, and I hear the break in Katniss's voice as though she's right next to me. It doesn't get much better.
What I can afford, when I can afford it...