I noticed that when a non-native english speaker gets angry, upset, or exhasperated, they will start talking in their native language. I imagine this is for several reasons- namely wanting to say something they do not want others to hear (while in their presence; very rude IMO) or they are just so flustered they instinctively start talking in the language they are more comfortable with.
I’m curious if native english speakers do this when in other countries. Do foreign films utilize this the same way american films do? (two characters arguing, the non-native speaker starts speaking in his other language but seemingly continuing the dialogue in a very heated manner 
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It’s more a case of dropping into the language that’s most natural for them, and yes, English speakers do it, too. The states of mind you mention pretty much rule out the possibility of intentionally doing so for the purpose of excluding others in the room.
I can’t speak for foreign films, though.
When I get upset, I start swearing in French (my second language, close after English). Like you said, I think it’s just the one you’re most comfortable with.
I must admit that in my last nasty shouting match on foreign soil, my Portuguese soon gave way to English. Of course I might kid myself and say it was because I wanted to keep the contents of the heated discussion between myself and the other English-speaking party. Of course, the fact that I was saying “Eff this” and “Eff that” in a loud voice may indicate that such concern for privacy was a minor factor at best.
Perhaps the most important factor is that swearing just doesn’t cut it in a language other than one’s mother tongue (IMHO).
My wife speaks English as a second language. To her credit, whenever she is upset at me or with a circumstance that involves my input, she keeps it English.
At times, if she is voicing frustration or dissatisfaction to herself, she will do it in her native language. But these are mostly short exclamations.
It works for numbers, too, not just for heated arguements. Watch a bilingual person adding up a list of numbers, or prices -they will almost always use their native language.
There’s an old saying that your mother tongue, (the one you are most comfortable with) is the one “you count and you curse in”.
It’s true for me, and most bi-lingual people I know.
It’s just easier that way.