I'd never heard about this 1998 film. It was amongst my sister's huge 'independent cinema' DVD collection, and I got more and more impressed as it unfolded. It's another choral film à la Short Cuts or A casa nostra, except that, in this case, the characters are related to each other; it's just that you realise it during the course of the movie.
The film is stunning. It says a lot about why we fail to be happy in our relationship to others and even to ourselves. It basically shows how alienated we are, and how much more miserable we get the harder we try to be happy ― or to conform to what is universally labelled as 'happiness'; hence the title of the film, I guess. Where American Beauty (1999) demonstrates Suburbian alienation, Happiness demonstrates urban alienation.