In which episode of "Cheers" did Diane Chambers make an experimental
film which ended with "Un film de Diane Chambers"

Hello.

It was Episode #119, "Cheers: The Motion Picture" (Season 5, first
aired April 2, 1987).
http://www.tvland.com/shows/cheers/episodes/episodes5.jhtml

Various descriptions of the episode confirm that it involves Diane
making an experimental film.

"...Two of my all-time favorite episodes appear this season: "Cheers:
the Motion Picture" and "Dinner at Eight-ish." The former involves
Diane making a movie about Woody's life at Cheers to convince his
parents to let him stay in Boston, which becomes so avant-garde and
hilariously pretentious ("derivative of Godard," says Woody's father)"
http://www.dvdverdict.com/reviews/cheersseason5.php

"Cheers: The Motion Picture ? Woody nearly gets ?deported? back to
Indiana by his father. Diane tries to save him by re-editing a film
Sam has shot of Woody at Cheers and sends it to Woody?s father. Due to
her normal bungling, she makes matters worse, expediting Woody?s
departure."
http://www.gamerz-edge.com/dvd/reviews/cheers5.html


"Cheers - "Cheers, the Motion Picture" - the gang makes a home movie about
life in Boston for Woody's parents; Diane turns into the overblown "Manchild
in Beantown." 
http://groups.google.com/group/rec.arts.tv/msg/f66a697201f4b203?hl=en&

"Cheers: Complete 5th Season" DVDs at Amazon.com:
http://www.amazon.com/gp/product/B0007Y08JW/

---------
search strategy:
cheers "diane * a movie"

I hope this helps.

Perfect, thanks!  I rented the exact DVD, watched the episode, and it
was as funny as I remembered!