Well, VALIS is kind of like that. Another kind of hit is the movie Adaptation, which is cool and demented in that same regard.
It was Mr. Parzybok's notion of the choose-your-own-memoir genre that made me think of Adaptation. The movie almost seems like someone based it on one linear reading of a choose-your-own-memoir book of the writer's life, and that there are other possible movies, all called Adaptation, that could be made from the other story branches.
I like it.